Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article; zbMATH DE number 1834580 - MaRDI portal

scientific article; zbMATH DE number 1834580

From MaRDI portal
Publication:4779122

zbMath1140.90013MaRDI QIDQ4779122

Melendres Howe, Berc Rustem

Publication date: 24 November 2002


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


Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (46)

Financial networks with intermediation: risk management with variable weightsPost-tax optimization with stochastic programmingA new expected-improvement algorithm for continuous minimax optimizationRecent advancements in robust optimization for investment managementA global optimization algorithm for generalized semi-infinite, continuous minimax with coupled constraints and bi-level problemsMean and variance optimization of non-linear systems and worst-case analysisExpected improvement based infill sampling for global robust optimization of constrained problemsThe evolution and emergence of integrated social and financial networks with electronic transactions: A dynamic supernetwork theory for the modeling, analysis, and computation of financial flows and relationship levelsA classification system for economic stochastic control modelsWorst-case robust decisions for multi-period mean-variance portfolio optimizationSolving quality control problems with an algorithm for minimax programs with coupled constraintsRobust capacity assignment in telecommunicationsA robust simulation optimization algorithm using kriging and particle swarm optimization: Application to surgery room optimizationRobust international portfolio managementA random sampling approach to worst-case design of structuresInternational portfolio management with affine policiesRate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problemsAdaptive Bundle Methods for Nonlinear Robust OptimizationWorst-case global optimization of black-box functions through Kriging and relaxationConvergence of an interior point algorithm for continuous minimaxSharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programmingOn the role of norm constraints in portfolio selectionRobust portfolio optimization: a conic programming approachRobust portfolio selection based on a multi-stage scenario treeA classical decision theoretic perspective on worst-case analysisScenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimizationStochastic optimization and worst-case analysis in monetary policy designContinuous minimax optimization using modal intervalsFinancial networks with intermediation and transportation network equilibria: A supernetwork equivalence and reinterpretation of the equilibrium conditions with computationsStochastic control for economic models: past, present and the paths aheadBlack Swans, New Nostradamuses, Voodoo decision theories, and the science of decision making in the face of severe uncertaintyRobust portfolio optimization with derivative insurance guaranteesAn interior-point algorithm for nonlinear minimax problemsRobust hedging strategiesA semi-infinite programming based algorithm for determining T-optimum designs for model discriminationNonconvex min-max fractional quadratic problems under quadratic constraints: copositive relaxationsGame Theoretical Approach for Reliable Enhanced IndexationWorst-case design in head impact crashworthiness optimizationWorst-case estimation for econometric models with unobservable componentsRobust optimal decisions with imprecise forecastsAn algorithm for the global optimization of a class of continuous minimax problemsNew exact penalty function for solving constrained finite min-max problemsUnnamed ItemOn distributionally robust multiperiod stochastic optimizationAnalysis of relationship between forward and spot markets in oligopolies under demand and cost uncertaintiesA semi-infinite programming based algorithm for finding minimax optimal designs for nonlinear models




This page was built for publication: