Optimal pension fund management under multi-period risk minimization.
- Published in:
- Annals of Operations Research, 2009, v. 166, n. 1, p. 261, doi. 10.1007/s10479-008-0405-3
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- Publication type:
- Article
Works matching IS 02545330 AND DT 2009 AND VI 166 AND IP 1
Results: 22
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A confidence voting process for ranking problems based on support vector machines.
- Published in:
- Annals of Operations Research, 2009, v. 166, n. 1, p. 23, doi. 10.1007/s10479-008-0410-6
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- Article
3
A hybrid optimization approach to index tracking.
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- Annals of Operations Research, 2009, v. 166, n. 1, p. 57, doi. 10.1007/s10479-008-0404-4
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- Article
4
Solving a tactical operating room planning problem by a column-generation-based heuristic procedure with four criteria.
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- Annals of Operations Research, 2009, v. 166, n. 1, p. 91, doi. 10.1007/s10479-008-0413-3
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- Article
5
An effective solution for a real cutting stock problem in manufacturing plastic rolls.
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- Annals of Operations Research, 2009, v. 166, n. 1, p. 125, doi. 10.1007/s10479-008-0407-1
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- Publication type:
- Article
6
Portfolio selection in stochastic markets with exponential utility functions.
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- Annals of Operations Research, 2009, v. 166, n. 1, p. 281, doi. 10.1007/s10479-008-0406-2
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- Publication type:
- Article
7
The radar method: an effective line search for piecewise linear concave functions.
- Published in:
- Annals of Operations Research, 2009, v. 166, n. 1, p. 299, doi. 10.1007/s10479-008-0415-1
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- Publication type:
- Article
8
Quadratic mixed integer programming and support vectors for deleting outliers in robust regression.
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- Annals of Operations Research, 2009, v. 166, n. 1, p. 339, doi. 10.1007/s10479-008-0412-4
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- Publication type:
- Article
9
An improved partial enumeration algorithm for integer programming problems.
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- Annals of Operations Research, 2009, v. 166, n. 1, p. 147, doi. 10.1007/s10479-008-0408-0
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- Article
10
A genetic algorithm for solving linear fractional bilevel problems.
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- Annals of Operations Research, 2009, v. 166, n. 1, p. 39, doi. 10.1007/s10479-008-0416-0
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- Publication type:
- Article
11
On SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertainty.
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- Annals of Operations Research, 2009, v. 166, n. 1, p. 223, doi. 10.1007/s10479-008-0411-5
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- Article
12
A modified PRP conjugate gradient method.
- Published in:
- Annals of Operations Research, 2009, v. 166, n. 1, p. 73, doi. 10.1007/s10479-008-0420-4
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- Article
13
Modelling either-or relations in integer programming.
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- Annals of Operations Research, 2009, v. 166, n. 1, p. 203, doi. 10.1007/s10479-008-0409-z
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- Publication type:
- Article
14
An algorithmic approach for maintenance management based on advanced state space systems and harmonic regressions.
- Published in:
- Annals of Operations Research, 2009, v. 166, n. 1, p. 109, doi. 10.1007/s10479-008-0403-5
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- Publication type:
- Article
15
Properties of a method for polyhedral approximation of the feasible criterion set in convex multiobjective problems.
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- Annals of Operations Research, 2009, v. 166, n. 1, p. 271, doi. 10.1007/s10479-008-0418-y
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- Publication type:
- Article
16
Fuzzy extensions to Integer Programming models of cell-formation problems in machine scheduling.
- Published in:
- Annals of Operations Research, 2009, v. 166, n. 1, p. 163, doi. 10.1007/s10479-008-0423-1
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- Publication type:
- Article
17
Improving directions of negative curvature in an efficient manner.
- Published in:
- Annals of Operations Research, 2009, v. 166, n. 1, p. 183, doi. 10.1007/s10479-008-0425-z
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- Publication type:
- Article
18
On the existence of a minimum integer representation for weighted voting systems.
- Published in:
- Annals of Operations Research, 2009, v. 166, n. 1, p. 243, doi. 10.1007/s10479-008-0422-2
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- Publication type:
- Article
19
An XML-based schema for stochastic programs.
- Published in:
- Annals of Operations Research, 2009, v. 166, n. 1, p. 313, doi. 10.1007/s10479-008-0419-x
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- Article
20
Introduction to the special issue on APMOD06.
- Published in:
- Annals of Operations Research, 2009, v. 166, n. 1, p. 1, doi. 10.1007/s10479-008-0500-5
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- Article
21
Use of stochastic and mathematical programming in portfolio theory and practice.
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- Annals of Operations Research, 2009, v. 166, n. 1, p. 5, doi. 10.1007/s10479-008-0441-z
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- Publication type:
- Article
22
Analysis of stochastic problem decomposition algorithms in computational grids.
- Published in:
- Annals of Operations Research, 2009, v. 166, n. 1, p. 355, doi. 10.1007/s10479-008-0476-1
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- Publication type:
- Article