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The paper considers solving of linear programming problems with p-order conic constraints that are related to a certain class of stochastic optimization models with risk objective or constraints. The proposed approach is based on construction of polyhedral approximations for p-order cones, and...
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The paper considers modelling of risk-averse preferences in stochastic programming problems using risk measures. We utilize the axiomatic foundation of coherent risk measures and deviation measures in order to develop simple representations that express risk measures via specially constructed...
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This study focuses on consumers' behaviour towards Fruits and Vegetables (FVs) under economic crisis. The implementation of both factor analysis and logistic regression reveals discrete consumer groups, affected and not affected by the ongoing economic crisis. Interviewees were selected...
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This paper investigates the coordinated scheduling problem of production and transportation in a two-stage supply chain, where the actual job processing time is a linear function of its starting time. During the production stage the jobs are first processed in serial batches on a bounded serial...
Persistent link: https://www.econbiz.de/10011209376
In the course of recent fifteen years the network analysis has become a powerful tool for studying financial markets. In this work we analyze stock markets of the USA and Sweden. We study cluster structures of a market network constructed from a correlation matrix of returns of the stocks traded...
Persistent link: https://www.econbiz.de/10010906967