Search Results - subject:"optimisation problems"

Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity

Liebrich, Felix-Benedikt; Munari, Cosimo - In: Mathematics and Financial Economics 16 (2022) 3, pp. 447-480

optimisation problems with law-invariant objectives that appear in mathematical finance, insurance, and economics. We show that the …

Persistent link: https://www.econbiz.de/10015271500

Law-invariant functionals that collapse to the mean : beyond convexity

Liebrich, Felix-Benedikt; Munari, Cosimo-Andrea - In: Mathematics and financial economics 16 (2022) 3, pp. 447-480

Persistent link: https://www.econbiz.de/10013438862

Fuzzy goal programming approach for solving stochastic transportation problem with additional budgetary constraints

Akilbasha, A.; Abd El-Wahed Khalifa, Hamiden; Juman, … - In: International journal of shipping and transport … 18 (2024) 1, pp. 30-45

Persistent link: https://www.econbiz.de/10015070063

Dynamic mean-variance optimisation problems with deterministic information

Schweizer, Martin; Zivoi, Danijel; Ṥikić, Mario - 2017 - This version: September 29, 2017

We solve the problems of mean-variance hedging (MVH) and mean-variance portfolio selection (MVPS) under restricted information. We work in a setting where the underlying price process S is a semimartingale, but not adapted to the filtration G which models the information available for...

Persistent link: https://www.econbiz.de/10011865489

The risk assessment method in prognostic models of production systems management with account of the time factor

Mylnikov, Leonid; Kütz, Martin - In: European research studies 20 (2017) 3A, pp. 291-310

Persistent link: https://www.econbiz.de/10012219018

An application programming interface with increased performance for optimisation problems data

Pinheiro, Rodrigo Lankaites; Landa-Silva, Dario; Qu, Rong; … - In: Journal of management analytics 3 (2016) 4, pp. 305-332

Persistent link: https://www.econbiz.de/10011688928