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  • Search: subject:"Information relaxations"
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Subject
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Theorie 3 Theory 3 information relaxations 3 Dynamic programming 2 Dynamische Optimierung 2 Mathematical programming 2 Mathematische Optimierung 2 Portfolio selection 2 Portfolio-Management 2 Anlageverhalten 1 Behavioural finance 1 Dynamic portfolio choice 1 Financial analysis 1 Finanzanalyse 1 Information relaxations 1 Inventory model 1 Investment analysis 1 Lagerhaltungsmodell 1 Lagrangian relaxations 1 Markov chain 1 Markov-Kette 1 Portfolio optimization 1 Queueing theory 1 Revenue management 1 Revenue-Management 1 Transaction costs 1 Transaktionskosten 1 Warteschlangentheorie 1 duality 1 dynamic asset allocation 1 dynamic programming 1 infinite horizon dynamic programs 1 inventory control 1 lost-sales inventory models 1 multiclass queues 1 network revenue management 1 suboptimal control 1 taxes 1
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Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4
Language
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English 4
Author
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Brown, David B. 2 Haugh, Martin B. 2 Iyengar, Garud 1 Mei, Xiaoling 1 Nogales, Francisco J. 1 Smith, James E. 1 Wang, Chun 1
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Published in...
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Operations research 3 Journal of banking & finance 1
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
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Portfolio selection with proportional transaction costs and predictability
Mei, Xiaoling; Nogales, Francisco J. - In: Journal of banking & finance 94 (2018), pp. 131-151
Persistent link: https://www.econbiz.de/10011966487
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Information relaxation bounds for infinite horizon Markov decision processes
Brown, David B.; Haugh, Martin B. - In: Operations research 65 (2017) 5, pp. 1355-1379
Persistent link: https://www.econbiz.de/10011757517
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Tax-aware dynamic asset allocation
Haugh, Martin B.; Iyengar, Garud; Wang, Chun - In: Operations research 64 (2016) 4, pp. 849-866
Persistent link: https://www.econbiz.de/10011538542
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Information relaxations, duality, and convex stochastic dynamic programs
Brown, David B.; Smith, James E. - In: Operations research 62 (2014) 6, pp. 1394-1415
Persistent link: https://www.econbiz.de/10010471838
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