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Year of publication
Subject
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Theorie 5 Theory 5 Mathematical programming 3 Mathematische Optimierung 3 Probability theory 3 Wahrscheinlichkeitsrechnung 3 Efficient points 2 Portfolio selection 2 Portfolio-Management 2 Risikomaß 2 Risk measure 2 Stochastic process 2 Stochastischer Prozess 2 approximately efficient points 2 convex 2 optimality criteria 2 p-efficient points 2 vector-valued optimization 2 Aktienmarkt 1 Binomial moments 1 Bundle methods 1 Bundling strategy 1 Conditional Value-at-Risk 1 Convexity 1 Duality 1 Gewerkschaft 1 Information value 1 Informationswert 1 Isolated minimizers 1 Leistungsbündel 1 Leontief utility functions 1 Locally Lipschitz data 1 Measurement 1 Messung 1 Multivariate Analyse 1 Multivariate analysis 1 Multivariate quantiles 1 Multivariate risk measures 1 Nash equilibria 1 Network 1
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Online availability
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Undetermined 9 Free 1
Type of publication
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Article 9 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5
Language
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English 6 Undetermined 4
Author
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Lee, Jinwook 2 Prékopa, András 2 Winkler, Kristin 2 Ackooij, Wim van 1 Angelo, Guerraggio 1 Bitran, Gabriel R. 1 Briec, Walter 1 Horvath, Charles 1 Ivan, Ginchev 1 Kao, Chiang 1 Liang, QiBin 1 Matteo, Rocca 1 Oliveira, Welington de 1 Sagastizábal, C. 1 Steuer, Ralph E. 1 Unuvar, Merve 1
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Institution
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Facoltà di Economia, Università degli Studi dell'Insubria 1
Published in...
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European journal of operational research : EJOR 2 Computational Statistics 1 Computers & operations research : and their applications to problems of world concern ; an international journal 1 Economics and Quantitative Methods 1 Journal of Global Optimization 1 Management Science 1 Mathematical Methods of Operations Research 1 Operations research 1 Operations research letters 1
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Source
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ECONIS (ZBW) 5 RePEc 5
Showing 1 - 10 of 10
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Risk tomography
Prékopa, András; Lee, Jinwook - In: European journal of operational research : EJOR 265 (2018) 1, pp. 149-168
Persistent link: https://www.econbiz.de/10011805383
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Computing the probability of union in the image-dimensional Euclidean space for application of the multivariate quantile : image-level efficient points
Lee, Jinwook - In: Operations research letters 45 (2017) 3, pp. 242-247
Persistent link: https://www.econbiz.de/10011719314
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Probabilistic optimization via approximate p-efficient points and bundle methods
Ackooij, Wim van; Oliveira, Welington de; Sagastizábal, C. - In: Computers & operations research : and their … 77 (2017), pp. 177-193
Persistent link: https://www.econbiz.de/10011630935
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Value of information in portfolio selection, with a Taiwan stock market application illustration
Kao, Chiang; Steuer, Ralph E. - In: European journal of operational research : EJOR 253 (2016) 2, pp. 418-427
Persistent link: https://www.econbiz.de/10011490342
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Single commodity stochastic network design under probabilistic constraint with discrete random variables
Prékopa, András; Unuvar, Merve - In: Operations research 63 (2015) 6, pp. 1512-1527
Persistent link: https://www.econbiz.de/10011422614
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Efficient Nash equilibria on semilattices
Briec, Walter; Horvath, Charles; Liang, QiBin - In: Journal of Global Optimization 56 (2013) 4, pp. 1603-1615
This contribution introduces the so-called quasi-Leontief functions. In the framework and the language of tropical algebras, our quasi-Leontief functions are the additive functions defined on a semimodule with values in the semiring of scalars. This class of functions encompasses as a special...
Persistent link: https://www.econbiz.de/10010845824
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Isolated minimizers, proper efficiency and stability for C0,1 constrained vector optimization problems
Ivan, Ginchev; Angelo, Guerraggio; Matteo, Rocca - Facoltà di Economia, Università degli Studi dell'Insubria - 2004
In this paper we consider the vector optimization problem minC f(x), g(x) 2 -K, where f : Rn ! Rm and g : Rn Rp are C0,1 functions and C Rm and K Rp are closed convex cones. We give several notions of solutions (efficiency concepts), among them the notion of a properly efficient point...
Persistent link: https://www.econbiz.de/10005264649
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Characterizations of efficient points in convex vector optimization problems
Winkler, Kristin - In: Mathematical Methods of Operations Research 53 (2001) 2, pp. 205-214
We present a geometrical characterization of weakly efficient points which generalizes the characterization recently …
Persistent link: https://www.econbiz.de/10010999740
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Characterizations of efficient points in convex vector optimization problems
Winkler, Kristin - In: Computational Statistics 53 (2001) 2, pp. 205-214
We present a geometrical characterization of weakly efficient points which generalizes the characterization recently …
Persistent link: https://www.econbiz.de/10010759337
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Linear Multiple Objective Problems with Interval Coefficients
Bitran, Gabriel R. - In: Management Science 26 (1980) 7, pp. 694-706
In this paper we consider linear multiple objective programs with coefficients of the criteria given by intervals. This class of problems is of practical interest since in many instances it is difficult to determine precisely the coefficients of the objective functions. A subproblem to test if a...
Persistent link: https://www.econbiz.de/10009209291
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