Optimising data-driven network under limited resource : a partial diversification approach
Dexiang Wu, Desheng Dash Wu and Roy H. Kwon
| Year of publication: |
2019
|
|---|---|
| Authors: | Wu, Dexiang ; Wu, Desheng ; Kwon, Roy H. |
| Published in: |
International journal of production research. - London [u.a.] : Taylor & Francis, ISSN 1366-588X, ZDB-ID 1485085-0. - Vol. 57.2019, 21, p. 6875-6892
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| Subject: | data-driven network | decomposition | Progressive Hedging | Stochastic Mixed Integer Program (SMIP) | uncertainty | Theorie | Theory | Ganzzahlige Optimierung | Integer programming | Hedging | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Diversifikation | Diversification | Portfolio-Management | Portfolio selection | Netzwerk | Network |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00207543.2018.1508901 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012193767