Two-stage problem of quantile optimization of an investment project

DOI10.1134/S106423071002005XzbMath1308.91179OpenAlexW1974744083MaRDI QIDQ2017553

A. V. Naumov

Publication date: 23 March 2015

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s106423071002005x

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (2)

Stochastic model of the electric power purchase system on a railway segment ⋮ On the two-stage problem of linear stochastic programming with quantile criterion and discrete distribution of the random parameters

Cites Work

• Unnamed Item
• Guaranteeing solutions of the quadratic programming problem with inexactly assigned parameters and their applications in the investment process
• A two-stage quantile linear programming problem
• A two-stage problem of quantile optimization of a hospital budget
• Introduction to Stochastic Programming

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