Discrete analysis of portfolio selection with optimal stopping time.
Liang, Jianfeng (2009)
Journal of Applied Mathematics and Decision Sciences
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Liang, Jianfeng (2009)
Journal of Applied Mathematics and Decision Sciences
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A. Alonso-Ayuso, L. F. Escudero, M.T. Ortuño (2007)
SORT
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We present a modelling framework for two-stage and multi-stage mixed 0-1 problems under uncertainty for strategic Supply Chain Management, tactical production planning and operations assignment and scheduling. A scenario tree based scheme is used to represent the uncertainty. We present the Deterministic Equivalent Model of the stochastic mixed 0-1 programs with complete recourse that we study. The constraints are modelled by compact and splitting variable representations via scenarios. ...
Igor Melicherčik, Daniel Ševčovič (2010)
The Yugoslav Journal of Operations Research
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Al-E-Hashem, S.M.J.Mirzapour, Baboli, A., Sadjadi, S.J., Aryanezhad, M.B. (2011)
Mathematical Problems in Engineering
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Shin-Heng Pao, Jyh-Horng Lin (2008)
The Yugoslav Journal of Operations Research
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Fouche, C.H., Mukuddem-Petersen, J., Petersen, M.A., Senosi, M.C. (2008)
Discrete Dynamics in Nature and Society
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Jyh-Horng Lin, Chuen-Ping Chang (2004)
The Yugoslav Journal of Operations Research
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Mukuddem-Petersen, J., Petersen, M.A., Schoeman, I.M., Tau, B.A. (2007)
Journal of Applied Mathematics
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Petersen, M.A., Mukuddem-Petersen, J., Mulaudzi, M.P., De Waal, B., Schoeman, I.M. (2010)
Discrete Dynamics in Nature and Society
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Smith, Neale R., Robles, Jorge Limón, Cárdenas-Barrón, Leopoldo Eduardo (2009)
Mathematical Problems in Engineering
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Amouzegar, Mahyar A., Jacobsen, Stephen E. (1998)
Journal of Applied Mathematics and Decision Sciences
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Laureano F. Escudero (1998)
Revista de la Real Academia de Ciencias Exactas Físicas y Naturales
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We present a model1ing framework for multistage planning problems under uncertainty in the objective function coefficients and right-hand-side. A multistagy scenario analysis scheme with partial recourse is used. So, the decisíon polícy can be implemented for a given set of initial time periods (so-called implementable time stage), such that the solution for the other periods lioes not need' to be anticipated and, then, it depends upon the scenario group to occur at each stage. In any...
I. Papathanasiou, B. Manos, Μ. Vlachopoulou, I. Vassiliadou (2005)
The Yugoslav Journal of Operations Research
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