Search Results - subject:"stochastic optimisation"

Strong convergence of estimators as ε<Subscript> n </Subscript>-minimisers of optimisation problemsof optimisation problems

Lachout, Petr; Liebscher, Eckhard; Vogel, Silvia - In: Annals of the Institute of Statistical Mathematics 57 (2005) 2, pp. 291-313

Persistent link: https://www.econbiz.de/10005184615

Stochastic Optimisation and Worst-Case Analysis in Monetary Policy

Zakovic, S.; Rustem, B. - Society for Computational Economics - SCE - 2003

Persistent link: https://www.econbiz.de/10005345679

Timber Harvesting as a Part of the Portfolio Management: A Multiperiod Stochastic Optimisation Approach

Heikkinen, Veli-Pekka - In: Management Science 49 (2003) 1, pp. 131-142

A multiperiod stochastic optimization model is formulated for a land owner who can speculate between investing harvesting income in financial assets and postponing harvesting. This paper demonstrates the benefits from using a multiperiod model, the effects of cointegration on optimal portfolio,...

Persistent link: https://www.econbiz.de/10009197408