Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Characterization of optimal solutions of uncertainty investment problem

From MaRDI portal
Publication:1765400
Jump to:navigation, search

DOI10.1016/j.amc.2003.08.151zbMath1084.91019OpenAlexW2029715002MaRDI QIDQ1765400

Xianqiang Yang

Publication date: 23 February 2005

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2003.08.151


zbMATH Keywords

Dynamic programmingTrapezoidal fuzzy numbersAlternative approach


Mathematics Subject Classification ID

Dynamic programming (90C39)


Related Items (1)

An integrated decision support approach for project investors in risky and uncertain environments



Cites Work

  • Unnamed Item
  • Unnamed Item
  • The discrete-time model of Bagchi's regional investment allocation problem
  • The practice of portfolio replication. A practical overview of forward and inverse problems
  • A heuristic algorithm for a portfolio optimization model applied to the Milan stock market
  • Linear programming with fuzzy variables
  • Some inverse spectral problems for vectorial Sturm-Liouville equations
  • A FORMULATION OF FUZZY DECISION PROBLEMS AND ITS APPLICATION TO AN INVESTMENT PROBLEM
  • The efficiency of investment information
  • Strategic investment to reduce setup times in the economic lot scheduling problem


This page was built for publication: Characterization of optimal solutions of uncertainty investment problem

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1765400&oldid=14105029"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 1 February 2024, at 07:20.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki