Sciweavers

    39 search results - page 5 / 8
    » On Stability of Multistage Stochastic Programs
    Sort
    View
    CDC
    2008
    IEEE
    110views Control Systems» more  CDC 2008»
    Multistage investments with recourse: A single-asset case with transaction costs
    14 years 2 months ago
    Multistage investments with recourse: A single-asset case with transaction costs
    Download  www.cds.caltech.edu
    — We consider a financial decision problem involving dynamic investment decisions on a single risky instrument over multiple and discrete time periods. Investment returns are as...
    Ufuk Topcu, Giuseppe Carlo Calafiore, Laurent El G...
    claim paper
    Read More »
    CCE
    2004
    133views Software Engineering» more  CCE 2004»
    Optimization under uncertainty: state-of-the-art and opportunities
    13 years 7 months ago
    Optimization under uncertainty: state-of-the-art and opportunities
    Download  cepac.cheme.cmu.edu
    A large number of problems in production planning and scheduling, location, transportation, finance, and engineering design require that decisions be made in the presence of uncer...
    Nikolaos V. Sahinidis
    claim paper
    Read More »
    MOR
    2006
    94views more  MOR 2006»
    Conditional Risk Mappings
    13 years 7 months ago
    Conditional Risk Mappings
    Download  www.ise.ufl.edu
    We introduce an axiomatic definition of a conditional convex risk mapping and we derive its properties. In particular, we prove a representation theorem for conditional risk mappi...
    Andrzej Ruszczynski, Alexander Shapiro
    claim paper
    Read More »
    EOR
    2008
    200views more  EOR 2008»
    A dynamic stochastic programming model for international portfolio management
    13 years 7 months ago
    A dynamic stochastic programming model for international portfolio management
    Download  www2.imm.dtu.dk
    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...
    Nikolas Topaloglou, Hercules Vladimirou, Stavros A...
    claim paper
    Read More »
    OL
    2008
    35views more  OL 2008»
    Quantitative stability of fully random mixed-integer two-stage stochastic programs
    13 years 7 months ago
    Quantitative stability of fully random mixed-integer two-stage stochastic programs
    Download  edoc.hu-berlin.de
    Werner Römisch, Stefan Vigerske
    claim paper
    Read More »
    Explore & Download
    Proceedings Preprints Top 5 Ranked Papers Publications Books Software Tutorials Presentations Lectures Notes Datasets
    Productivity Tools
    International On-screen Keyboard Graphical Social Symbols OCR Text Recognition CSS3 Style Generator Web Page to PDF Web Page to Image PDF Split PDF Merge Latex Equation Editor Sci2ools
    Document Tools
    PDF to Text PDF to Postscript PDF to Thumbnails Excel to PDF Word to PDF Postscript to PDF PowerPoint to PDF Latex to Word Repair Corrupted PDF
    Image Tools
    JPG to PS JPG to PDF Extract Images from PDF Image Converter
    Sciweavers
    About Community Cookies Privacy Policy Terms of Use

    Copyright © Sciweavers LLC, 2009-2024, USA.