On Two-Stage Portfolio Allocation Problems with Affine Recourse

Proceedings of the 44th IEEE Conference on Decision and Control ◽

10.1109/cdc.2005.1583463 ◽

2006 ◽

Cited By ~ 7

Author(s):

G. Calafiore ◽

M.C. Campi

Keyword(s):

Portfolio Allocation ◽

Two Stage ◽

Allocation Problems

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A Forward-Solving Numerical Technique for Dynamic Consumption and Portfolio Allocation Problems

SSRN Electronic Journal ◽

10.2139/ssrn.687622 ◽

2005 ◽

Author(s):

George Chacko ◽

Maxim Golts ◽

Mihir A. Desai ◽

Vladimir Novakovsky

Keyword(s):

Numerical Technique ◽

Portfolio Allocation ◽

Allocation Problems

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A two-stage approach to solving large capacitated task allocation problems

International Journal of Mathematical Modelling and Numerical Optimisation ◽

10.1504/ijmmno.2010.035425 ◽

2010 ◽

Vol 1 (4) ◽

pp. 259 ◽

Cited By ~ 1

Author(s):

Mark Lewis ◽

Gary Kochenberger

Keyword(s):

Task Allocation ◽

Two Stage ◽

Allocation Problems

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Viscosity solutions to optimal portfolio allocation problems in models with random time changes and transaction costs

Advanced Financial Modelling - Radon Series on Computational and Applied Mathematics ◽

10.1515/9783110213140.53 ◽

2009 ◽

Keyword(s):

Transaction Costs ◽

Viscosity Solutions ◽

Portfolio Allocation ◽

Optimal Portfolio ◽

Random Time ◽

Allocation Problems ◽

Time Changes

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Chapter 8 Perturbation Methods for Dynamic Portfolio Allocation Problems

Theory and Methodology - Handbook of Asset and Liability Management ◽

10.1016/s1872-0978(06)01008-8 ◽

2006 ◽

pp. 337-384

Author(s):

George Chacko ◽

Karl Neumar

Keyword(s):

Perturbation Methods ◽

Portfolio Allocation ◽

Allocation Problems ◽

Dynamic Portfolio

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Perturbation methods for dynamic portfolio allocation problems

Handbook of Asset and Liability Management ◽

10.1016/b978-044453248-0.50014-9 ◽

2008 ◽

pp. 337-384

Author(s):

George Chacko ◽

Karl Neumar

Keyword(s):

Perturbation Methods ◽

Portfolio Allocation ◽

Allocation Problems ◽

Dynamic Portfolio

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Portfolio allocation problems between risky and ambiguous assets

Annals of Operations Research ◽

10.1007/s10479-019-03206-1 ◽

2019 ◽

Vol 284 (1) ◽

pp. 63-79 ◽

Cited By ~ 1

Author(s):

Takao Asano ◽

Yusuke Osaki

Keyword(s):

Portfolio Allocation ◽

Allocation Problems

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Robust Approach for Uncertain Portfolio Allocation Problems Under Box Uncertainty

Lecture Notes in Mechanical Engineering - Recent Trends in Applied Mathematics ◽

10.1007/978-981-15-9817-3_23 ◽

2021 ◽

pp. 347-356

Author(s):

Pulak Swain ◽

A. K. Ojha

Keyword(s):

Portfolio Allocation ◽

Robust Approach ◽

Allocation Problems

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Two-stage distributionally robust mixed-integer optimization model for three-level location–allocation problems under uncertain environment

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2021.125872 ◽

2021 ◽

pp. 125872

Author(s):

Zhimin Liu ◽

Zhong Wu ◽

Ying Ji ◽

Shaojian Qu ◽

Hassan Raza

Keyword(s):

Optimization Model ◽

Mixed Integer ◽

Integer Optimization ◽

Two Stage ◽

Mixed Integer Optimization ◽

Uncertain Environment ◽

Location Allocation ◽

Allocation Problems ◽

Distributionally Robust ◽

Mixed Integer Optimization Model

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Two-stage Facilities Location-allocation Problems with Curved Demands Considered

2019 16th International Conference on Service Systems and Service Management (ICSSSM) ◽

10.1109/icsssm.2019.8887711 ◽

2019 ◽

Author(s):

Zimeng Wang

Keyword(s):

Two Stage ◽

Location Allocation ◽

Facilities Location ◽

Allocation Problems

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Solving the two-dimensional irregular objects allocation problems by using a two-stage packing approach

Expert Systems with Applications ◽

10.1016/j.eswa.2008.02.068 ◽

2009 ◽

Vol 36 (2) ◽

pp. 3489-3496 ◽

Cited By ~ 11

Author(s):

W.K. Wong ◽

X.X. Wang ◽

P.Y. Mok ◽

S.Y.S. Leung ◽

C.K. Kwong

Keyword(s):

Two Dimensional ◽

Two Stage ◽

Allocation Problems

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