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scientific article; zbMATH DE number 1054948

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Publication:4350064
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zbMath0877.90008MaRDI QIDQ4350064

Kjetil Høyland, John M. Mulvey, Fred Glover

Publication date: 27 October 1997


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

zbMATH Keywords

tabu searchdynamic stochastic controlnonconvexitiesfinancial modelingmultistage planning problemsreal world test casesvariable scaling


Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Optimal stochastic control (93E20)


Related Items

Metaheuristics: A bibliography, Parameter estimation in stochastic scenario generation systems, Strategic financial risk management and operations research, Heuristics for cardinality constrained portfolio optimization



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