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Tracking error: a multistage portfolio model JOURNAL ARTICLE published January 2009 in Annals of Operations Research |
The efficiency of remanufacturing in a dynamic input–output model JOURNAL ARTICLE published September 2008 in Central European Journal of Operations Research |
Optimal life insurance, consumption and portfolio: A dynamic programming approach PROCEEDINGS ARTICLE published June 2008 in 2008 American Control Conference |
Allocation of Control Points in Stochastic Dynamic-Programming Models JOURNAL ARTICLE published 1 September 1988 in Journal of the Operational Research Society |
Stochastic Market Model BOOK CHAPTER published 2002 in International Series in Operations Research & Management Science |
Asset/liability management under uncertainty for fixed-income securities JOURNAL ARTICLE published December 1995 in Annals of Operations Research |
A Stochastic Linear Programming Model for Corn Residue Production JOURNAL ARTICLE published 1 September 1992 in Journal of the Operational Research Society |
Integrated portfolio management with options JOURNAL ARTICLE published March 2008 in European Journal of Operational Research |
Dynamic models for fixed-income portfolio management under uncertainty JOURNAL ARTICLE published August 1998 in Journal of Economic Dynamics and Control |
A dynamic programming model for effect of worker’s type on wage arrears JOURNAL ARTICLE published March 2017 in Central European Journal of Operations Research |
Dynamic portfolio management under competing representations JOURNAL ARTICLE published 1 October 2005 in Kybernetes |
Gas contract portfolio management: experiments with a stochastic programming approach BOOK CHAPTER published 9 November 1995 in Models for Energy Policy |
USE OF STOCHASTIC DYNAMIC PROGRAMMING FOR OPTIMUM RESERVOIR MANAGEMENT DISSERTATION published |
General service pricing strategies research based on dynamic stochastic wealth model PROCEEDINGS ARTICLE published June 2008 in 2008 International Conference on Service Systems and Service Management |
A modern two-stage stochastic programming portfolio model for an oil refinery with financial risk management JOURNAL ARTICLE published 2017 in International Journal of Operational Research |
STOCHASTIC DYNAMIC PROGRAMMING FOR ELECTION TIMING: A GAME THEORY APPROACH JOURNAL ARTICLE published September 2006 in Asia-Pacific Journal of Operational Research |
Energy contracts management by stochastic programming techniques JOURNAL ARTICLE published November 2012 in Annals of Operations Research |
Fast Quadratic Programming for Mean-Variance Portfolio Optimisation JOURNAL ARTICLE published September 2020 in SN Operations Research Forum |
A stochastic programming model for the optimal issuance of government bonds JOURNAL ARTICLE published March 2012 in Annals of Operations Research |
Goal programming for financial portfolio management: a state-of-the-art review JOURNAL ARTICLE published September 2019 in Operational Research |