Browsing by Author "Zverovich, V."

Now showing items 1-2 of 2

2009-05-19Buch

A computational study of a solver system for processing two-stage stochastic linear programming problems

Zverovich, V.; Fábián, C.; Ellison, F.; Mitra, G.

Formulation of stochastic optimisation problems and computational algorithms for their solution continue to make steady progress as can be seenfrom an analysis of many developments in this ﬁeld. The edited volume by Wallace ...
2009-04-22Buch

An enhanced model for portfolio choice with SSD criteria: a constructive approach

Fábián, C.I.; Mitra, G.; Roman, D.; Zverovich, V.

We formulate a portfolio planning model which is based on Second-order Stochastic Dominance as the choice criterion. This model is an enhanced version of the multi-objective model proposed by Roman, Darby-Dowman, and Mitra ...