Stochastic Programming - World Scientific Series in Finance
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Published By WORLD SCIENTIFIC

9789814407502, 9789814407519

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Stochastic Frequency Assignment Problem

Stochastic Programming - World Scientific Series in Finance ◽

10.1142/9789814407519_0018 ◽

2012 ◽

pp. 487-512

Author(s):

Wadie Benajam ◽

A. Gaivoronski ◽

Abdel Lisser

Keyword(s):

Assignment Problem ◽

Frequency Assignment ◽

Frequency Assignment Problem

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Optimal Stochastic Programming-Based Personal Financial Planning with Intermediate and Long-Term Goals

Stochastic Programming - World Scientific Series in Finance ◽

10.1142/9789814407519_0003 ◽

2012 ◽

pp. 43-68

Author(s):

Vittorio Moriggia ◽

Giorgio Consigli ◽

Gaetano Iaquinta

Keyword(s):

Stochastic Programming ◽

Financial Planning ◽

Personal Financial Planning

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Intertemporal Surplus Management with Jump Risks

Stochastic Programming - World Scientific Series in Finance ◽

10.1142/9789814407519_0004 ◽

2012 ◽

pp. 69-95 ◽

Cited By ~ 1

Author(s):

Mareen Benk

Keyword(s):

Jump Risks

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Stochastic Programming and Optimization in Horserace Betting

Stochastic Programming - World Scientific Series in Finance ◽

10.1142/9789814407519_0009 ◽

2012 ◽

pp. 221-256 ◽

Cited By ~ 1

Author(s):

William T. Ziemba

Keyword(s):

Stochastic Programming

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A Stochastic Game Model Applied to the Nordic Electricity Market

Stochastic Programming - World Scientific Series in Finance ◽

10.1142/9789814407519_0015 ◽

2012 ◽

pp. 421-441 ◽

Cited By ~ 1

Author(s):

Stein-Erik Fleten ◽

Tek Tjing Lie

Keyword(s):

Electricity Market ◽

Stochastic Game ◽

Game Model

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Stochastic Second-Order Cone Programming in Mobile Ad-Hoc Networks: Sensitivity to Input Parameters

Stochastic Programming - World Scientific Series in Finance ◽

10.1142/9789814407519_0017 ◽

2012 ◽

pp. 467-486 ◽

Cited By ~ 1

Author(s):

Francesca Maggioni ◽

Marida Bertocchi ◽

Elisabetta Allevi ◽

Florian A. Potra ◽

Stein W. Wallace

Keyword(s):

Ad Hoc Networks ◽

Mobile Ad Hoc Networks ◽

Ad Hoc ◽

Second Order ◽

Cone Programming ◽

Second Order Cone Programming ◽

Second Order Cone ◽

Input Parameters ◽

Mobile Ad Hoc ◽

Hoc Networks

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Sawmill Production Planning Under Uncertainty: Modelling and Solution Approaches

Stochastic Programming - World Scientific Series in Finance ◽

10.1142/9789814407519_0013 ◽

2012 ◽

pp. 347-395

Author(s):

Masoumeh Kazemi Zanjani ◽

Mustapha Nourelfath ◽

Daoud Ait-Kadi

Keyword(s):

Production Planning ◽

Planning Under Uncertainty ◽

Uncertainty Modelling

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Option Portfolio Management as a Chance Constrained Problem

Stochastic Programming - World Scientific Series in Finance ◽

10.1142/9789814407519_0007 ◽

2012 ◽

pp. 155-172 ◽

Cited By ~ 1

Author(s):

Dmitry Golembiovsky ◽

Anatoliy Abramov

Keyword(s):

Portfolio Management ◽

Constrained Problem

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Jump-Diffusion Risk-Sensitive Benchmarked Asset Management

Stochastic Programming - World Scientific Series in Finance ◽

10.1142/9789814407519_0005 ◽

2012 ◽

pp. 97-127 ◽

Cited By ~ 2

Author(s):

Mark Davis ◽

Sébastien Lleo

Keyword(s):

Asset Management ◽

Jump Diffusion ◽

Risk Sensitive

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Stochastic Models for Optimizing Immunization Strategies in Fixed-Income Security Portfolios under Some Sources of Uncertainty

Stochastic Programming - World Scientific Series in Finance ◽

10.1142/9789814407519_0008 ◽

2012 ◽

pp. 173-219

Author(s):

Larraitz Aranburu ◽

Laureano F. Escudero ◽

M. Araceli Garín ◽

Gloria Pérez

Keyword(s):

Stochastic Models ◽

Fixed Income ◽

Income Security ◽

Sources Of Uncertainty ◽

Immunization Strategies

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Stochastic Programming - World Scientific Series in FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By WORLD SCIENTIFIC

Stochastic Frequency Assignment Problem

Optimal Stochastic Programming-Based Personal Financial Planning with Intermediate and Long-Term Goals

Intertemporal Surplus Management with Jump Risks

Stochastic Programming and Optimization in Horserace Betting

A Stochastic Game Model Applied to the Nordic Electricity Market

Stochastic Second-Order Cone Programming in Mobile Ad-Hoc Networks: Sensitivity to Input Parameters

Sawmill Production Planning Under Uncertainty: Modelling and Solution Approaches

Option Portfolio Management as a Chance Constrained Problem

Jump-Diffusion Risk-Sensitive Benchmarked Asset Management

Stochastic Models for Optimizing Immunization Strategies in Fixed-Income Security Portfolios under Some Sources of Uncertainty

Stochastic Programming - World Scientific Series in Finance
Latest Publications