Found: 25
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Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2581, doi. 10.3934/jimo.2019071
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- Article
Pricing dynamic fund protection under a Regime-switching Jump-diffusion model with stochastic protection level.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2603, doi. 10.3934/jimo.2019072
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- Article
Admission control for finite capacity queueing model with general retrial times and state-dependent rates.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2625, doi. 10.3934/jimo.2019073
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- Article
Characterizing robust weak sharp solution sets of convex optimization problems with uncertainty.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2651, doi. 10.3934/jimo.2019074
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- Article
An adaptively regularized sequential quadratic programming method for equality constrained optimization.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2675, doi. 10.3934/jimo.2019075
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- Article
How's the performance of the optimized portfolios by safety-first rules: Theory with empirical comparisons.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2703, doi. 10.3934/jimo.2019076
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- Article
Bargaining equilibrium in a two-echelon supply chain with a capital-constrained retailer.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2723, doi. 10.3934/jimo.2019077
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- Article
Corporate and personal credit scoring via fuzzy non-kernel SVM with fuzzy within-class scatter.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2743, doi. 10.3934/jimo.2019078
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- Article
An incremental nonsmooth optimization algorithm for clustering using L<sub>1</sub> and L<sub>∞</sub> norms.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2757, doi. 10.3934/jimo.2019079
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- Article
Optimal investment and reinsurance with premium control.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2781, doi. 10.3934/jimo.2019080
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- Article
A robust reduced-order observers design approach for linear discrete periodic systems.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2799, doi. 10.3934/jimo.2019081
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- Article
Analysis of the queue lengths in a priority retrial queue with constant retrial policy.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2813, doi. 10.3934/jimo.2019082
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- Article
Transient analysis of N-policy queue with system disaster repair preventive maintenance re-service balking closedown and setup times.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2843, doi. 10.3934/jimo.2019083
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- Article
Multi-period optimal investment choice post-retirement with inter-temporal restrictions in a defined contribution pension plan.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2857, doi. 10.3934/jimo.2019084
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- Article
A two-priority single server retrial queue with additional items.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2891, doi. 10.3934/jimo.2019085
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- Article
A zero-forcing beamforming based time switching protocol for wireless powered internet of things system.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2913, doi. 10.3934/jimo.2019086
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- Article
Distributionally robust chance constrained problems under general moments information.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2923, doi. 10.3934/jimo.2019087
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- Article
An enhanced Genetic Algorithm with an innovative encoding strategy for flexible job-shop scheduling with operation and processing flexibility.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2943, doi. 10.3934/jimo.2019088
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- Article
Optimality conditions for E-differentiable vector optimization problems with the multiple interval-valued objective function.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2971, doi. 10.3934/jimo.2019089
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- Article
Pairs trading with illiquidity and position limits.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 2991, doi. 10.3934/jimo.2019090
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- Article
Numerical solution to an inverse problem on a determination of places and capacities of sources in the hyperbolic systems.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 3011, doi. 10.3934/jimo.2019091
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- Article
Some inequalities for the minimum M-eigenvalue of elasticity M-tensors.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 3035, doi. 10.3934/jimo.2019092
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Parametric Smith iterative algorithms for discrete Lyapunov matrix equations.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 3047, doi. 10.3934/jimo.2019093
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- Article
Mean-CVaR portfolio selection model with ambiguity in distribution and attitude.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 3065, doi. 10.3934/jimo.2019094
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- Article
Effect of disruption risk on a supply chain with price-dependent demand.
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- Journal of Industrial & Management Optimization, 2020, v. 16, n. 6, p. 3083, doi. 10.3934/jimo.2019095
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