Search Results - subject:"Linear programming"

Exponential hedging and entropic penalties

Delbaen, Freddy (contributor) - In: Mathematical finance : an international journal of … 12 (2002) 2, pp. 99-123

Persistent link: https://www.econbiz.de/10001686219

On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper

Kabanov, Jurij M.; Stricker, Christophe - In: Mathematical finance : an international journal of … 12 (2002) 2, pp. 125-134

Persistent link: https://www.econbiz.de/10001686231

Monte Carlo valuation of American options

Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 12 (2002) 3, pp. 271-286

Persistent link: https://www.econbiz.de/10001686397

$Cover Image$

Primal, dual positive math programming : illustrated through an evaluation of the impacts of market resistance to genetically modified grains

Preckel, Paul V.; Harrington, David; Dubman, Robert - In: American journal of agricultural economics 84 (2002) 3, pp. 679-690

Persistent link: https://www.econbiz.de/10001689824

Measuring risk relatively

Fountain, John (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001721944

Linear and mixed integer programming

Stadtler, Hartmut - In: Supply chain management and advanced planning : …, (pp. 391-401). 2002

Persistent link: https://www.econbiz.de/10001706155

Duality theory and cost function analysis in a regional context : the impact of public infrastructure capital in the Greek regions

Rovolis, Antonis; Spence, Nigel A. - In: The annals of regional science : an international … 36 (2002) 1, pp. 55-78

Persistent link: https://www.econbiz.de/10001664239

Random profits and duality

Pope, Rulon D.; Just, Richard E. - In: American journal of agricultural economics 84 (2002) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10001650686

Three approaches to mathematical models for Finnish natural resource management

Peltola, Jukka - 2002

Persistent link: https://www.econbiz.de/10013431891

Potential Function Methods for Approximately Solving Linear Programming Problems: Theory and Practice

Bienstock, Daniel - 2002 - 1st ed. 2002.

Potential Function Methods For Approximately Solving Linear Programming Problems breaks new ground in linear … algorithms for classes of linear programming problems. This work both has roots in fundamental areas of mathematical programming … programming theory. The book draws on the research developments in three broad areas: linear and integer programming, numerical …

Persistent link: https://www.econbiz.de/10014021859