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Portfolio optimization : application of the Markowitz model using lagrange and profitability forecast
Brătian, Vasile, (2018)
Simulation-optimization via kriging and bootstrapping : a survey
Kleijnen, Jack P. C., (2013)
A hybrid biobjective Markov chain based optimization model for sustainable aggregate production planning
Tirkolaee, Erfan Babaee, (2024)
Augmented Lagrangian methods for solving optimation problems with stochastic-order constraints
Dentcheva, Darinka, (2016)
Augmented Lagrangian method for probabilistic optimization
Dentcheva, Darinka, (2012)