1986, Mathematical programming study, ISBN 9780444879929, Volume 27-28, 2 v.

Book

Annals of Operations Research, ISSN 0254-5330, 3/2012, Volume 193, Issue 1, pp. 49 - 69

Multivariate Value at Risk, or MVaR, is defined as the quantile set of a multivariate probability distribution. It has already been introduced and used in the...

Theory of Computation | Combinatorics | Operations Research/Decision Theory | Economics / Management Science | DISCRETE-DISTRIBUTIONS | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | Multivariate analysis | Distribution (Probability theory) | Research | Studies | Operations research | Mathematical programming | Names | Quantiles | Algorithms | Risk | Convexity | Optimization

Theory of Computation | Combinatorics | Operations Research/Decision Theory | Economics / Management Science | DISCRETE-DISTRIBUTIONS | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | Multivariate analysis | Distribution (Probability theory) | Research | Studies | Operations research | Mathematical programming | Names | Quantiles | Algorithms | Risk | Convexity | Optimization

Journal Article

Annals of Operations Research, ISSN 0254-5330, 06/2018, pp. 1 - 25

Probability that exactly k-out-of-n events occur, where the underlying probability distribution is known to be unimodal, is formulated as binomial moment...

Linear programming | Probability bounding problem | Unimodal distributions | Binomial moment problem | Simplex method | Probability distribution

Linear programming | Probability bounding problem | Unimodal distributions | Binomial moment problem | Simplex method | Probability distribution

Journal Article

2006, Mathematics and its applications, ISBN 9780387295541, Volume 581., xiii, 506

From nothing I have created a new different world..

Geometry, Hyperbolic | Geometry, Non-Euclidean | Mathematics | Geometry | Differential Geometry | Relativity and Cosmology | Manifolds and Cell Complexes (incl. Diff.Topology) | History of Mathematics

Geometry, Hyperbolic | Geometry, Non-Euclidean | Mathematics | Geometry | Differential Geometry | Relativity and Cosmology | Manifolds and Cell Complexes (incl. Diff.Topology) | History of Mathematics

Book

2014, Springer Series in Operations Research and Financial Engineering, ISBN 9783319078151

The book contains description of a real life application of modern mathematical optimization tools in an important problem solution for power networks. The...

Industrial engineering | Mathematics

Industrial engineering | Mathematics

Web Resource

2014, Springer Series in Operations Research and Financial Engineering, ISBN 9783319078151

The book contains description of a real life application of modern mathematical optimization tools in an important problem solution for power networks. The...

Industrial engineering | Mathematics

Industrial engineering | Mathematics

Web Resource

Annals of Operations Research, ISSN 0254-5330, 3/2016, Volume 238, Issue 1, pp. 521 - 575

We present a brief survey of some of the basic results related to the classical continuous moment problems (CMP) and the recently developed discrete moment...

Semi-infinite linear programs | Discrete moment problems | Business and Management | Bounding probabilities and expectations | Theory of Computation | Moment problems | Operation Research/Decision Theory | Combinatorics | FREE ALGORITHM | RISK MEASURES | BONFERRONI INEQUALITIES | NEWSVENDOR PROBLEM | FREE NEWSBOY PROBLEM | DUALITY GAPS | PROBABILITY | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | VANDERMONDE SYSTEMS | N EVENTS | PARTIAL INFORMATION | Functions | Algorithms | Research | Functional equations | Mathematical research | Mappings (Mathematics) | Studies | Linear programming | Operations research | Intervals | Discretization | Mathematical analysis | Blocking | Constants | Mathematical models

Semi-infinite linear programs | Discrete moment problems | Business and Management | Bounding probabilities and expectations | Theory of Computation | Moment problems | Operation Research/Decision Theory | Combinatorics | FREE ALGORITHM | RISK MEASURES | BONFERRONI INEQUALITIES | NEWSVENDOR PROBLEM | FREE NEWSBOY PROBLEM | DUALITY GAPS | PROBABILITY | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | VANDERMONDE SYSTEMS | N EVENTS | PARTIAL INFORMATION | Functions | Algorithms | Research | Functional equations | Mathematical research | Mappings (Mathematics) | Studies | Linear programming | Operations research | Intervals | Discretization | Mathematical analysis | Blocking | Constants | Mathematical models

Journal Article

Annals of Operations Research, ISSN 0254-5330, 12/2013, Volume 211, Issue 1, pp. 225 - 254

A recent paper by Pr,kopa (Ann. Oper. Res. 193(1):49-69, 2012) presented results in connection with Multivariate Value-at-Risk (MVaR) that has been known for...

Multivariate risk measure | Multivariate stochastic order | Risk management for correlated assets | Multivariate conditional value-at-risk (MCVaR) | Multivariate value-at-risk (MVaR) | Stochastic optimization | Multivariate quantile function | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | CONSTRAINTS | DUALITY | Studies | Operations research | Optimization | Joints

Multivariate risk measure | Multivariate stochastic order | Risk management for correlated assets | Multivariate conditional value-at-risk (MCVaR) | Multivariate value-at-risk (MVaR) | Stochastic optimization | Multivariate quantile function | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | CONSTRAINTS | DUALITY | Studies | Operations research | Optimization | Joints

Journal Article

European Journal of Operational Research, ISSN 0377-2217, 02/2018, Volume 265, Issue 1, pp. 149 - 168

New multivariate risk measures are introduced, suitable for optimal management of multidimensional assets. Risk is measured along lines through a given...

Conditional Value-at-Risk | Value-at-Risk | p-Efficient points | Multivariate risk measures | Convexity | MULTIVARIATE VALUE | DISTRIBUTIONS | PROBABILITY | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | MODELS | EFFICIENT POINTS | CONSTRAINTS | DUALITY | OPTIMIZATION | STOCHASTIC-DOMINANCE | Problem solving | Models | Multivariate analysis | Analysis | Usage | Forecasts and trends | Risk management | Mathematical optimization | Portfolio management | Stock markets | Methods

Conditional Value-at-Risk | Value-at-Risk | p-Efficient points | Multivariate risk measures | Convexity | MULTIVARIATE VALUE | DISTRIBUTIONS | PROBABILITY | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | MODELS | EFFICIENT POINTS | CONSTRAINTS | DUALITY | OPTIMIZATION | STOCHASTIC-DOMINANCE | Problem solving | Models | Multivariate analysis | Analysis | Usage | Forecasts and trends | Risk management | Mathematical optimization | Portfolio management | Stock markets | Methods

Journal Article

Mathematics of Operations Research, ISSN 0364-765X, 5/2016, Volume 41, Issue 2, pp. 715 - 731

In the multidimensional 0-1 knapsack problem, we are given a set of items, each with a value and multiple attributes, and we want to select a subset in such a...

log-concavity | chance constraints | multidimensional 0-1 knapsack problem | convexity | stochastic programming | probabilistic constraints | Chance constraints | Probabilistic constraints | Multidimensional 0-1 knapsack problem | Stochastic programming | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | BOUNDS | ALGORITHM | RANDOM-VARIABLES | Learning models (Stochastic processes) | Usage | Research | Mathematical research | Convex programming | Studies | Probability distribution | Random variables | Stochastic models | Knapsack problem

log-concavity | chance constraints | multidimensional 0-1 knapsack problem | convexity | stochastic programming | probabilistic constraints | Chance constraints | Probabilistic constraints | Multidimensional 0-1 knapsack problem | Stochastic programming | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | BOUNDS | ALGORITHM | RANDOM-VARIABLES | Learning models (Stochastic processes) | Usage | Research | Mathematical research | Convex programming | Studies | Probability distribution | Random variables | Stochastic models | Knapsack problem

Journal Article

Discrete Applied Mathematics, ISSN 0166-218X, 03/2017, Volume 219, pp. 210 - 218

We propose a novel optimization model to find reliable bounds of a real valued function of a simple random sample from a population. If the sample size is ,...

Binomial moments scheme | Boolean functions of events | Function of a random sample | MATHEMATICS, APPLIED | Functions (mathematics) | Random sampling | Computer simulation | Boolean algebra | Optimization | Boolean functions | Population (statistical) | Simulation | Applied mathematics | Population | Mathematical models | Random variables | Extreme values

Binomial moments scheme | Boolean functions of events | Function of a random sample | MATHEMATICS, APPLIED | Functions (mathematics) | Random sampling | Computer simulation | Boolean algebra | Optimization | Boolean functions | Population (statistical) | Simulation | Applied mathematics | Population | Mathematical models | Random variables | Extreme values

Journal Article

Annals of Operations Research, ISSN 0254-5330, 3/2015, Volume 226, Issue 1, pp. 643 - 657

We formulate and solve probabilistic constrained stochastic programming problems, where we prescribe lower and upper bounds for $$k$$ k -out-of- $$n$$ n and...

Probabilistic modeling | Bounding | Bi-section algorithm | Operations Research/Decision Theory | Theory of Computation | Combinatorics | Optimization | Economics / Management Science

Probabilistic modeling | Bounding | Bi-section algorithm | Operations Research/Decision Theory | Theory of Computation | Combinatorics | Optimization | Economics / Management Science

Journal Article

13.
Full Text
Decision-making from a risk assessment perspective for Corporate Mergers and Acquisitions

Computational Management Science, ISSN 1619-697X, 10/2014, Volume 12, Issue 2, pp. 243 - 266

Corporate Mergers and Acquisitions (M \& & As) are notoriously complex, and risk management is one of the essential aspects of the...

Multivariate risk measures | Corporate Mergers and Acquisitions | Decision making | Risk assessment | Decision-making | Acquisitions and mergers | Risk management | Analysis | Methods | Studies | Management science | Acquisitions & mergers | Acquisitions | Correlation | Company mergers | Risk | Texts | Markets | Marketing

Multivariate risk measures | Corporate Mergers and Acquisitions | Decision making | Risk assessment | Decision-making | Acquisitions and mergers | Risk management | Analysis | Methods | Studies | Management science | Acquisitions & mergers | Acquisitions | Correlation | Company mergers | Risk | Texts | Markets | Marketing

Journal Article

Discrete Applied Mathematics, ISSN 0166-218X, 07/2017, Volume 226, p. 138

The contribution of the shape information of the underlying distribution in probability bounding problem is investigated and a linear programming based...

Algorithms | Customizing | Images | Linear programming | Binomial distribution | Probability distribution | Stochastic models

Algorithms | Customizing | Images | Linear programming | Binomial distribution | Probability distribution | Stochastic models

Journal Article

Discrete Applied Mathematics, ISSN 0166-218X, 07/2017, Volume 226, pp. 138 - 157

Journal Article

11/2014, Mathematics and Its Applications Ser., ISBN 146149771X, Volume 581

Annotation "From nothing I have created a new different world," wrote János Bolyai to his father, Wolgang Bolyai, on November 3, 1823, to let him know his...

Web Resource

2006, Mathematics and its applications, ISBN 0387295542, Volume 581.

Web Resource

2006, Mathematics and its applications, ISBN 0387295542, Volume 581.

Web Resource

2006, Mathematics and its applications, ISBN 9780387295558, Volume 581.

Web Resource

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