Search Results - "Stochastic mixed integer quadratic programming"

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    Risk-averse decision-making to maintain supply chain viability under propagated disruptions by Sawik, Tadeusz, Sawik, Bartosz

    ISSN: 0020-7543, 1366-588X
    Published: London Taylor & Francis 17.04.2024
    “…In this paper, stochastic optimisation of CVaR is applied to maintain risk-averse viability and improve resilience of a supply chain under propagated…”
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    A mixed integer programming model for multistage mean–variance post-tax optimization by Osorio, Maria A., Gulpinar, Nalan, Rustem, Berc

    ISSN: 0377-2217, 1872-6860
    Published: Amsterdam Elsevier B.V 01.03.2008
    Published in European journal of operational research (01.03.2008)
    “…In this paper, we introduce a mixed integer stochastic programming approach to mean–variance post-tax portfolio management. This approach takes into account of…”
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    A general framework for multistage mean-variance post-tax optimization by Osorio, Maria A., Gülpınar, Nalan, Rustem, Berç

    ISSN: 0254-5330, 1572-9338
    Published: Boston Springer US 01.01.2008
    Published in Annals of operations research (01.01.2008)
    “…An investor’s decisions affect the way taxes are paid in a general portfolio investment, modifying the net redemption value and the yearly optimal portfolio…”
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