Browsing by Author "Vladimirou, Hercules"
Now showing items 41-45 of 45
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Article
Stochastic Network Programming for Financial Planning Problems
Mulvey, John M.; Vladimirou, Hercules (1992)Several financial planning problems are posed as dynamic generalized network models with stochastic parameters. Examples include: asset allocation for portfolio selection, international cash management, and programmed-trading ...
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Doctoral Thesis
Stochastic networks : solution methods and applications in financial planning
Vladimirou, Hercules (1991)
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Book Chapter
Stochastic programming and robust optimization
Vladimirou, Hercules; Zenios, Stavros A. (Kluwer Academic Publishers, 1997)
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Book Chapter
Stochastic programming and robust optimization
Vladimirou, Hercules; Zenios, Stavros A. (Kluwer Academic Publishers, 1997)
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Article
Stochastic Programming: Parallel Factorization of Structured Matrices
Vladimirou, Hercules; Zenios, Stavros A. (2001)