Multi-period stochastic optimization problems in transportation management

被引：1
|
作者：
Pironet, Thierry
机构：
来源：
4OR-A QUARTERLY JOURNAL OF OPERATIONS RESEARCH | 2015年 / 13卷 / 01期
关键词：
D O I：
10.1007/s10288-014-0272-5
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
引用
收藏
页码：113 / 114
页数：2
相关论文
共 50 条
  • [41] Multi-period corporate default prediction with stochastic covariates
    Duffie, Darrell
    Saita, Leandro
    Wang, Ke
    [J]. JOURNAL OF FINANCIAL ECONOMICS, 2007, 83 (03) : 635 - 665
  • [42] OPTIMAL BANK LIQUIDITY - MULTI-PERIOD STOCHASTIC MODEL
    DAELLENBACH, HG
    ARCHER, SH
    [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1969, 4 (03) : 329 - 343
  • [43] Optimization Approach for Multi-Period Fuel Replenishment
    Charusakwong, Narongkorn
    Lohatepanont, Manoj
    [J]. ENGINEERING JOURNAL-THAILAND, 2016, 20 (05): : 239 - 261
  • [44] Hedging strategies for multi-period portfolio optimization
    Department of Industrial Engineering and Management Systems, Amirkabir University of Technology, P.O. Box 15875-4413, Tehran, Iran
    [J]. Sci. Iran., 6 (2644-2663):
  • [45] Multi-period vehicle loading with stochastic release dates
    Arda, Yasemin
    Crama, Yves
    Kronus, David
    Pironet, Thierry
    Van Hentenryck, Pascal
    [J]. EURO JOURNAL ON TRANSPORTATION AND LOGISTICS, 2014, 3 (02) : 93 - 119
  • [46] Multi-period asset allocation by stochastic dynamic programming
    Kung, James J.
    [J]. APPLIED MATHEMATICS AND COMPUTATION, 2008, 199 (01) : 341 - 348
  • [47] Multi-period optimization for refinery processing and inventory management using a genetic algorithm
    Chen, Hong
    He, Xiaorong
    Chen, Bingzhen
    Qiu, Tong
    [J]. Qinghua Daxue Xuebao/Journal of Tsinghua University, 2004, 44 (03): : 319 - 322
  • [48] Multi-period portfolio optimization for asset-liability management with bankrupt control
    Li, Chanjuan
    Li, Zhongfei
    [J]. APPLIED MATHEMATICS AND COMPUTATION, 2012, 218 (22) : 11196 - 11208
  • [49] A multi-period optimization model for refinery inventory management under demand uncertainty
    Chen, H
    He, XR
    Chen, BZ
    Qiu, T
    [J]. PROCESS SYSTEMS ENGINEERING 2003, PTS A AND B, 2003, 15 : 428 - 432
  • [50] Multi-period transportation network design under demand uncertainty
    Ukkusuri, Satish V.
    Patil, Gopal
    [J]. TRANSPORTATION RESEARCH PART B-METHODOLOGICAL, 2009, 43 (06) : 625 - 642
12345