Multistage Stochastic Programming Model of Portfolio Selection for Life Insurance Companies in China

2009 International Conference on Business Intelligence and Financial Engineering ◽

10.1109/bife.2009.70 ◽

2009 ◽

Author(s):

Ran Qu ◽

Zhenting Qu

Keyword(s):

Stochastic Programming ◽

Portfolio Selection ◽

Life Insurance ◽

Programming Model ◽

Insurance Companies ◽

Multistage Stochastic Programming ◽

Stochastic Programming Model ◽

Selection For

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A multistage stochastic programming model for a multi-period strategic expansion of biofuel supply chain under evolving uncertainties

Transportation Research Part E Logistics and Transportation Review ◽

10.1016/j.tre.2018.01.015 ◽

2018 ◽

Vol 111 ◽

pp. 130-148 ◽

Cited By ~ 18

Author(s):

Fei Xie ◽

Yongxi Huang

Keyword(s):

Supply Chain ◽

Stochastic Programming ◽

Programming Model ◽

Multistage Stochastic Programming ◽

Biofuel Supply Chain ◽

Stochastic Programming Model

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Risk-hedged Multistage Stochastic Programming Model for Setting Flow Rates in Collaborative Trajectory Options Programs (CTOP)

AIAA Scitech 2019 Forum ◽

10.2514/6.2019-1640 ◽

2019 ◽

Author(s):

Guodong Zhu ◽

Peng Wei ◽

Robert Hoffman ◽

Bert Hackney

Keyword(s):

Stochastic Programming ◽

Programming Model ◽

Multistage Stochastic Programming ◽

Flow Rates ◽

Stochastic Programming Model

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Multistage stochastic programming model for electric power capacity expansion problem

Japan Journal of Industrial and Applied Mathematics ◽

10.1007/bf03167428 ◽

2003 ◽

Vol 20 (3) ◽

pp. 379-397 ◽

Cited By ~ 23

Author(s):

Takayuki Shiina ◽

John R. Birge

Keyword(s):

Stochastic Programming ◽

Electric Power ◽

Programming Model ◽

Capacity Expansion ◽

Multistage Stochastic Programming ◽

Power Capacity ◽

Stochastic Programming Model

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A multistage stochastic programming model for the network air cargo allocation under capacity uncertainty

Transportation Research Part E Logistics and Transportation Review ◽

10.1016/j.tre.2019.09.011 ◽

2019 ◽

Vol 131 ◽

pp. 292-307 ◽

Cited By ~ 1

Author(s):

Felipe Delgado ◽

Ricardo Trincado ◽

Bernardo K. Pagnoncelli

Keyword(s):

Stochastic Programming ◽

Programming Model ◽

Multistage Stochastic Programming ◽

Air Cargo ◽

Capacity Uncertainty ◽

Stochastic Programming Model

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Multistage stochastic programming model and solution algorithm for the capacity expansion of railway network

Journal of Advanced Mechanical Design Systems and Manufacturing ◽

10.1299/jamdsm.2018jamdsm0077 ◽

2018 ◽

Vol 12 (3) ◽

pp. JAMDSM0077-JAMDSM0077 ◽

Cited By ~ 1

Author(s):

Takayuki SHIINA ◽

Tomoaki TAKAICHI ◽

Yige LI ◽

Susumu MORITO ◽

Jun IMAIZUMI

Keyword(s):

Stochastic Programming ◽

Programming Model ◽

Capacity Expansion ◽

Solution Algorithm ◽

Multistage Stochastic Programming ◽

Railway Network ◽

Stochastic Programming Model

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A Linear Stochastic Programming Model for Optimal Leveraged Portfolio Selection

Computational Economics ◽

10.1007/s10614-017-9656-x ◽

2017 ◽

Vol 51 (4) ◽

pp. 1021-1032 ◽

Cited By ~ 4

Author(s):

Davi Michel Valladão ◽

Álvaro Veiga ◽

Alexandre Street

Keyword(s):

Stochastic Programming ◽

Portfolio Selection ◽

Programming Model ◽

Stochastic Programming Model

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Multistage stochastic programming model for optimizing allocation of running time supplements

Journal of Advanced Mechanical Design Systems and Manufacturing ◽

10.1299/jamdsm.2016jamdsm0043 ◽

2016 ◽

Vol 10 (3) ◽

pp. JAMDSM0043-JAMDSM0043

Author(s):

Takayuki SHIINA ◽

Susumu MORITO ◽

Jun IMAIZUMI

Keyword(s):

Stochastic Programming ◽

Programming Model ◽

Multistage Stochastic Programming ◽

Running Time ◽

Stochastic Programming Model

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A multistage stochastic programming model for the New Zealand dairy industry

International Journal of Production Economics ◽

10.1016/j.ijpe.2009.11.003 ◽

2011 ◽

Vol 134 (2) ◽

pp. 289-299 ◽

Cited By ~ 34

Author(s):

Z. Guan ◽

A.B. Philpott

Keyword(s):

New Zealand ◽

Stochastic Programming ◽

Programming Model ◽

Dairy Industry ◽

Multistage Stochastic Programming ◽

Stochastic Programming Model

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A STOCHASTIC PROGRAMMING MODEL FOR PORTFOLIO SELECTION

Journal of the Chinese Institute of Industrial Engineers ◽

10.1080/10170660209509202 ◽

2002 ◽

Vol 19 (3) ◽

pp. 31-41 ◽

Cited By ~ 3

Author(s):

Kuo-Hwa Chang ◽

Hsiang-Ju Chen ◽

Chang-Yuh Liu

Keyword(s):

Stochastic Programming ◽

Portfolio Selection ◽

Programming Model ◽

Stochastic Programming Model

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A stochastic programming model for tactical product prepositioning at domestic hunger relief organizations impacted by natural hazards

Natural Hazards ◽

10.1007/s11069-021-04639-3 ◽

2021 ◽

Author(s):

Yash V. Marthak ◽

Eduardo Pérez ◽

Francis A. Méndez Mediavilla

Keyword(s):

Stochastic Programming ◽

Natural Hazards ◽

Programming Model ◽

Stochastic Programming Model ◽

Relief Organizations

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