Similar Search Results

A Combined Stochastic Programming and Optimal Control Approach to Personal Finance and Pensions

Konicz Bell, Agnieszka K. - 2015

We combine a dynamic programming approach (stochastic optimal control) with a multi-stage stochastic programming approach (MSP) in order to solve various problems in personal finance and pensions. Stochastic optimal control produces an optimal policy that is easy to understand and implement....

Persistent link: https://www.econbiz.de/10013033671

Optimal annuity portfolio under inflation risk

Konicz, Agnieszka Karolina; Pisinger, David; … - In: Computational Management Science : CMS 12 (2015) 3, pp. 461-488

Persistent link: https://www.econbiz.de/10011285966

A combined stochastic programming and optimal control approach to peronal finance and pensions

Konicz, Agnieszka Karolina; Pisinger, David; Rasmussen, … - In: OR spectrum : quantitative approaches in management 37 (2015) 3, pp. 583-616

Persistent link: https://www.econbiz.de/10011296745

Optimization of transfer baggage handling in a major transit airport

Barth, Torben C.; Holm, Janus Timler; Larsen, Jakob Lindorff - In: Operations research forum 2 (2021) 2, pp. 1-35

Persistent link: https://www.econbiz.de/10012499174

A multi-stage stochastic supply network design problem with financial decisions and risk management

Nickel, Stefan; Saldanha-da-Gama, Francisco; Ziegler, … - In: Omega : the international journal of management science 40 (2012) 5, pp. 511-524

Persistent link: https://www.econbiz.de/10009511191

Stochastic analysis of ordered median problems

Drezner, Zvi; Nickel, Stefan; Ziegler, Hans-Peter - In: Journal of the Operational Research Society : OR 63 (2012) 11, pp. 1578-1588

Persistent link: https://www.econbiz.de/10009667197

A stochastic multi-period capacitated multiple allocation hub location problem : formulation and inequalities

Correia, Isabel; Nickel, Stefan; Saldanha-da-Gama, Francisco - In: Omega : the international journal of management science 74 (2018), pp. 122-134

Persistent link: https://www.econbiz.de/10011782120

Comparison of different approaches to multistage lot sizing with uncertain demand

Bindewald, Viktor; Dunke, Fabian; Nickel, Stefan - In: International transactions in operational research : a … 30 (2023) 6, pp. 3771-3800

Persistent link: https://www.econbiz.de/10014328096