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Mean-variannce optimal portfolios in the presence of a benchmark with applications to fraud detection

Bernard, C.; Vanduffel, Steven - In: European journal of operational research : EJOR 234 (2014) 2, pp. 469-480

Persistent link: https://www.econbiz.de/10010356721

A biased-randomized algorithm for optimizing efficiency in parametric earthquake (Re) insurance solutions

Bayliss, Christopher; Guidotti, Roberto; … - In: Computers & operations research : and their … 123 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012286309

Portfolio optimization under Solvency II : a multi-objective approach incorporating market views and real-world constraints

Di Francesco, Marco - In: Decisions in economics and finance : a journal of … 44 (2021) 1, pp. 269-294

Persistent link: https://www.econbiz.de/10012587842

Joint optimization of transition rules and the premium scale in a bonus-malus system

Ágoston, Kolos Csaba; Gyetvai, Márton - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 743-776

Persistent link: https://www.econbiz.de/10012307395

A review of methods and algorithms for optimizing construction scheduling

Zhou, J.; Love, Peter; Wang, X.; Teo, Kok Lay; Irani, Zahir - In: Journal of the Operational Research Society : OR 64 (2013) 8, pp. 1091-1105

Persistent link: https://www.econbiz.de/10009788183

A polyhedral description of kernels

Chen, Qin; Chen, Xujin; Zang, Wenan - In: Mathematics of operations research 41 (2016) 3, pp. 969-990

Persistent link: https://www.econbiz.de/10011520783

Computing integral solutions of complementarity problems

Laan, Gerard van der; Talman, Dolf; Yang, Zaifu - 2004

In this paper an algorithm is proposed to find an integral solution of (nonlinear) complementarity problems. The … algorithm starts with a nonnegative integral point and generates a unique sequence of adjacent integral simplices of varying … dimension. Conditions are stated under which the algorithm terminates with a simplex one of whose vertices is an integral …

Persistent link: https://www.econbiz.de/10011343323

A simple algorithm for solving Ramsey optimal policy with exogenous forcing variables

Chatelain, Jean-Bernard; Ralf, Kirsten - 2017

Persistent link: https://www.econbiz.de/10011805564

A general solution to the quasi linear screening problem

Carlier, Guillaume; Dupuis, Xavier; Rochet, Jean-Charles; … - 2024

Persistent link: https://www.econbiz.de/10014577044

Robust MILP formulations for the two-stage weighted vertex p-center problem

Duran-Mateluna, Cristian; Ales, Zacharie; Elloumi, Sourour - In: Computers & operations research : and their … 159 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014455632