7 search results - page 2 / 2 » Stochastic Combinatorial Optimization with Controllable Risk... |
CDC
2010
IEEE
13 years 9 days ago
2010
IEEE
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
SAGA
2007
Springer
13 years 11 months ago
2007
Springer
Abstract. Motivated by an application in project portfolio analysis under uncertainty, we develop an algorithm S-VNS for solving stochastic combinatorial optimization (SCO) problem...