The mean-risk stochastic mixed-integer programs can better model complex decision problems under uncertainty than usual stochastic (integer) programming models. In order to derive theoretical results in a numerically tractable way, the contamination technique is adopted in this paper for the...

Purpose–To help investors find an investment policy with strong competitiveness, the purpose of this paper is to construct a multi-period investment decision model with practicality and superior performance. Design/methodology/approach - The paper uses a suitable multi-period risk measure to...

As one of the important driving forces of world economic development, China's rapid economic growth has not only supplied the world with a large number of manufactured goods, but also caused China's sustained and rapid increase in energy consumption because of the characteristics of China's...

In this paper, for solving the nonlinear semidefinite programming problem, a homotopy is constructed by using the parameterized matrix inequality constraint. Existence of a smooth path determined by the homotopy equation, which starts from almost everywhere and converges to a...