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Wind farm portfolio optimization under network capacity constraints
La Cadre, Hélène; Papvasiliou, Anthony; Smeers, Yves - In: European journal of operational research : EJOR 247 (2015) 2, pp. 560-574
Persistent link: https://www.econbiz.de/10011375781
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A continuous-time theory of reinsurance chains
Lv, Chen; Shen, Yang; Su, Jianxi - In: Insurance / Mathematics & economics 95 (2020), pp. 129-146
Persistent link: https://www.econbiz.de/10012419263
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Multilevel optimization modeling for risk-averse stochastic programming
Eckstein, Jonathan; Eskandani, Deniz; Fan, Jingnan - In: INFORMS journal on computing : JOC 28 (2016) 1, pp. 112-128
Persistent link: https://www.econbiz.de/10011453805
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Simulation eines CO-2-Zertifikatenhandels und algorithmische Optimierung von Investitionen
Meyer-Nieberg, Silja; Pickl, Stefan - In: Operations research proceedings 2002 : selected papers …, (pp. 471-473). 2003
Persistent link: https://www.econbiz.de/10001752048
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A bilevel approach to ESG multi-portfolio selection
Cesarone, Francesco; Lampariello, Lorenzo; Merolla, Davide - In: Computational management science 20 (2023) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10014393335
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A quasi-variational inequality approach to the financial equilibrium problem
Scrimali, Laura (contributor) - 2006
Persistent link: https://www.econbiz.de/10003402040
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A state-constrained differential game arising in optimal portfolio liquidation
Schied, Alexander; Zhang, Tao - In: Mathematical finance : an international journal of … 27 (2017) 3, pp. 779-802
Persistent link: https://www.econbiz.de/10011764972
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A Quasi-Variational Inequality Approach to the Financial Equilibrium Problem
Scrimali, Laura - 2007
This paper presents the time-dependent, multi-agent and multi-activityfinancial equilibrium problem when budget constraints are implicitly defined. Specifically, we assume that total wealth is elastic with respect to the optimal investment. Such a problem is formulated as an infinite-dimensional...
Persistent link: https://www.econbiz.de/10012730481
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Equilibrium selection for multi-portfolio optimization
Lampariello, Lorenzo; Neumann, Christoph; Ricci, Jacopo M. - In: European journal of operational research : EJOR 295 (2021) 1, pp. 363-373
Persistent link: https://www.econbiz.de/10012595993