7 search results - page 2 / 2 » Stochastic Combinatorial Optimization with Controllable Risk... |
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CDC
2010
IEEE
14 years 10 months ago
2010
IEEE
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
151
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SAGA
2007
Springer
15 years 9 months ago
2007
Springer
Abstract. Motivated by an application in project portfolio analysis under uncertainty, we develop an algorithm S-VNS for solving stochastic combinatorial optimization (SCO) problem...