On the complexity of the single machine scheduling problem minimizing total weighted delay penalty
Óscar C. Vásquez
| Year of publication: |
2014
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|---|---|
| Authors: | Vásquez, Óscar C. |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 42.2014, 5, p. 343-347
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| Subject: | Mean-variance portfolio selection | Constant elasticity of variance model | Backward stochastic Riccati equation | Efficient frontier | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Scheduling-Verfahren | Scheduling problem | Mathematische Optimierung | Mathematical programming | Optionspreistheorie | Option pricing theory | Hedging |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010404393