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Stochastic network optimization models for investment planning
(1989)
We describe and compare stochastic network optimization models for investment planning under uncertainty. Emphasis is placed on multiperiod a sset allocation and active portfolio management problems. Myopic as well as ...
OR Practice—Large-Scale Nonlinear Network Models and Their Application
(1989)
Nonlinear network applications arise in a variety of contexts: hydroelectric power system scheduling, financial planning, matrix estimation, air traffic control, and so on. This paper reviews applications of network ...
Balancing large social accounting matrices with nonlinear network programming
(Development Research Dept., Economics and Research Staff, World Bank, 1986)