Abstract: While the problem of incompletedata in databases has been extensively studied, a relatively unexplored form of uncertainty in databases, called inaccurate data, demands d...
We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...
This article describes the application of computational decision analytic techniques for a national policy decision. It constitutes an example of the increasing use of modern comp...