Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty

Annals of Operations Research ◽

10.1007/s10479-021-04372-x ◽

2021 ◽

Author(s):

D. La Torre ◽

F. Mendivil ◽

M. Rocca

Keyword(s):

Stochastic Optimization ◽

Incomplete Information ◽

Portfolio Efficiency

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Stochastic Optimization Problems with Incomplete Information on Distribution Functions

SIAM Journal on Control and Optimization ◽

10.1137/0323044 ◽

1985 ◽

Vol 23 (5) ◽

pp. 697-716 ◽

Author(s):

Yu. Ermoliev ◽

A. Gaivoronski ◽

C. Nedeva

Keyword(s):

Stochastic Optimization ◽

Incomplete Information ◽

Optimization Problems ◽

Distribution Functions

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Averaging of temporal memories under conditions of incomplete information

PsycEXTRA Dataset ◽

10.1037/e598092013-031 ◽

2011 ◽

Author(s):

Joseph Leman ◽

Matthew S. Matell ◽

Michael Brown

Keyword(s):

Incomplete Information

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Dynamic Multidimensional Game Analysis with Incomplete Information of Recycling Logistics Implemented by Household Appliances Manufactures

10.1061/41139(387)308 ◽

2010 ◽

Author(s):

Wensheng He ◽

Xiaojun Guo ◽

Rui Wang

Keyword(s):

Incomplete Information ◽

Household Appliances ◽

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Incomplete Information: Structure, Inference, Complexity

10.1007/978-3-662-04997-6 ◽

2002 ◽

Author(s):

Stéphane P. Demri ◽

Ewa S. Orłowska

Keyword(s):

Incomplete Information ◽

Information Structure

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Model dependent reinforcement learning algorithm for reservoir operation stochastic optimization

International Journal of Hydrology ◽

10.15406/ijh.2018.02.00129 ◽

2018 ◽

Vol 2 (5) ◽

Author(s):

Li Wenwu

Keyword(s):

Reinforcement Learning ◽

Stochastic Optimization ◽

Reservoir Operation ◽

Learning Algorithm ◽

Reinforcement Learning Algorithm

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Designing Stochastic Optimization Algorithms for Real-world Applications

IEEJ Transactions on Electronics Information and Systems ◽

10.1541/ieejeiss.132.2 ◽

2012 ◽

Vol 132 (1) ◽

pp. 2-5

Author(s):

Hiroshi Someya ◽

Hisashi Handa ◽

Seiichi Koakutsu

Keyword(s):

Stochastic Optimization ◽

Optimization Algorithms ◽

Real World Applications ◽

Stochastic Optimization Algorithms

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Games with Incomplete Information: From Repetition to Cheap Talk and Persuasion

Annals of Economics and Statistics ◽

10.15609/annaeconstat2009.137.0003 ◽

2020 ◽

pp. 3

Author(s):

Forges

Keyword(s):

Incomplete Information ◽

Games With Incomplete Information

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A Stochastic Optimization Model with Firm-driven Substitution for Improving Productivity

Productivity Review ◽

10.15843/kpapr.33.1.2019.03.3 ◽

2019 ◽

Vol 33 (1) ◽

pp. 3-23

Author(s):

Sang-Won Kim ◽

Keyword(s):

Stochastic Optimization ◽

Optimization Model

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On bidding strategies for competitive generators based on PSO method under incomplete information

2017 36th Chinese Control Conference (CCC) ◽

10.23919/chicc.2017.8027813 ◽

2017 ◽

Author(s):

Tong Le

Keyword(s):

Incomplete Information ◽

Bidding Strategies

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Asynchronous Gossip Algorithm for Stochastic Optimization with Approximate Projections: Constant Stepsize Analysis

2018 37th Chinese Control Conference (CCC) ◽

10.23919/chicc.2018.8483382 ◽

2018 ◽

Author(s):

Ye Yuan ◽

Xiangpeng Xie

Keyword(s):

Stochastic Optimization ◽

Gossip Algorithm

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