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Simulation approach to two-stage bond portfolio optimization problem

2014
Studies on two sides are done in this thesis. First, we consider bond portfolio optimization problem under stochastic optimization structure; second, specific algorithm to solve the problem is explored. A stochastic model for the problem is constructed.
openaire   +1 more source

An approach to solving a two-stage optimization problem under uncertainty

Computers & Chemical Engineering, 1997
Abstract In this paper, two new algorithms for solving a two-stage optimization problem are given. The problem arises during design of chemical processes when there is some uncertainty in original data. These algorithms are extensions of an algorithm suggested by Ostrovsky et al. (1994) [Computers chem. Engng 18(8), 755–767 (1995)].
G.M. Ostrovsky   +2 more
openaire   +1 more source

Optimal Household Behaviour under Taxation - a Two-Stage Dynamic Programming Approach

1980
This paper presents a method of solving a practical optimization problem which arose in the context of private households' reactions to income tax levied from couples. Since the problem of constrained maximization of the household's life-time utility function in n prospective periods is complicated and sizeable, a two-stage dynamic programming approach
Stern, Victor, Stern, Victor
openaire   +1 more source

A viability theory approach to a two-stage optimal control problem [PDF]

open access: possible, 2007
A two-stage control problem is one, in which model parameters (“technology”) might be changed at some time. An optimal solution to utility maximisation for this class of problems needs to thus contain information on the time, at which the change will take place (0, finite or never) as well as the optimal control strategies before and after the change ...
Krawczyk, Jacek B., Serea, Oana-Silvia
openaire  

Integrative oncology: Addressing the global challenges of cancer prevention and treatment

Ca-A Cancer Journal for Clinicians, 2022
Jun J Mao,, Msce   +2 more
exaly  

Near-Field Wideband Beamfocusing Optimization: A Heuristic Two-Stage Approach

GLOBECOM 2023 - 2023 IEEE Global Communications Conference, 2023
Zhaolin Wang   +3 more
openaire   +1 more source

Two Stages of Algebraic Matrix Decomposition in Optimal Image Steganographic Approach

2022 5th International Conference on Engineering Technology and its Applications (IICETA), 2022
Jumana Waleed   +3 more
openaire   +1 more source

Obesity and adverse breast cancer risk and outcome: Mechanistic insights and strategies for intervention

Ca-A Cancer Journal for Clinicians, 2017
Cynthia Morata-Tarifa   +1 more
exaly  

Multidisciplinary standards of care and recent progress in pancreatic ductal adenocarcinoma

Ca-A Cancer Journal for Clinicians, 2020
Aaron J Grossberg   +2 more
exaly  

Oral complications of cancer and cancer therapy

Ca-A Cancer Journal for Clinicians, 2012
Joel B Epstein   +2 more
exaly  

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