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zbMath1181.91298MaRDI QIDQ3656594

M. Lucká, Igor Melicherčík, Ladislav Halada

Publication date: 13 January 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

large-scale optimization parallel computing interior point method portfolio management multi-stage stochastic programming

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Computational methods for sparse matrices (65F50) Stochastic programming (90C15) Parallel numerical computation (65Y05) Portfolio theory (91G10)

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