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80 research outputs found

Programação estocástica robusta aplicada ao planejamento agregado de safra em usinas cooperadas do setor sucroenergético

Author: ALBUQUERQUE F.M.
BERTSIMAS D.
BEYER H.
CARVALHO M.D
CASTRO S.B
FERNANDES A.C.
HUGOT E
KHOR C.S.
MULVEY J.M.
PAIVA R P.O.
PAIVA R.P.O
PAIVA R.P.O
PAIVA R.P.O
PAIVA R.P.O.
Rafael Piatti Oiticica de Paiva
Reinaldo Morabito
SILVA A.F
TAKRITI S.
VLADIMIROU H
YAMASHITA D.S.
Publication venue: 'FapUNIFESP (SciELO)'
Publication date: 01/01/2011
Field of study

A variable-penalty alternating directions method for convex optimization

Author: A.A. Assad
C.Y. Kao
D. Gabay
D. Gabay
D.P. Bertsekas
D.P. Bertsekas
D.W. Peaceman
G. Cheng
G. Cohen
G. Stephanopoulos
G.H. Golub
J. Bimberg
J. Céa
J. Douglas
J. Eckstein
J. Eckstein
J. Eckstein
J. Eckstein
J. Eckstein
J.E. Spingarn
J.E. Spingarn
J.M. Mulvey
J.M. Mulvey
L.M. Ostresh
M. Fukushima
M. Hestenes
M.J.D. Powell
P. Henrici
P. Tseng
P.L. Lions
P.V. Kamesam
R. Glowinski
R.A. Horn
R.T. Rockafellar
R.T. Rockafellar
R.T. Rockafellar
Robert R. Meyer
S. Kontogiorgis
S.P. Han
Spyridon Kontogiorgis
W. Findeisen
Y.C. Cheng
Ye.G. Golshtein
Ye.G. Golshtein
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

An Alternative Proposal in Evaluating the Performance of Mutual Funds

Author: J.M. Mulvey
M.C. Jensen
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/1997
Field of study

Advantages of Multiperiod Portfolio Models

Author: John M. Mulvey
Mulvey J.M.
Mulvey J.M.
Peskin M.W.
Ronald E. Madey
William R. Pauling
Publication venue: 'Pageant Media US'
Publication date
Field of study

The Purchasing Policy Based on Robust Optimization in the Electric Power Supply Chain under Cost Uncertainty

Author: Mulvey J.M
Wang Q
Publication venue: 'American Society of Civil Engineers (ASCE)'
Publication date
Field of study

A dynamic model for asset liability management for defined benefit pension funds

Author: Dert C.L.
Mulvey J.M.
Ziemba W.T.
Publication venue: 'Cambridge University Press (CUP)'
Publication date: 01/01/1998
Field of study

Applying Optimization Technology to Portfolio Management

Author: Gibson R.
John M. Mulvey
Markowitz H.
Mulvey J.M.
Ryan R.J.
Publication venue: 'Pageant Media US'
Publication date
Field of study

Solving stochastic programming models for asset/liability management using iterative disaggregation

Author: Klaassen P.
Mulvey J.M.
Ziemba W.T.
Publication venue: Cambridge University Press
Publication date
Field of study

A Scalable Parallel Interior Point Algorithm for Stochastic Linear Programming and Robust Optimization

Author: A.J. Berger
C.E. Leiserson
E. Ng
E.R. Jessup
G.B. Dantzig
G.B. Dantzig
J.M. Mulvey
J.M. Mulvey
J.M. Mulvey
J.R. Birge
P. Kall
R.D.C. Monteiro
R.J. Vanderbei
R.J. Vanderbei
R.J.-B. Wets
S. Sen
S.S. Nielsen
S.S. Nielsen
Y. Censor
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/1997
Field of study

In vitro modelling of a mechanism of drug-related hypersensitivity

Author: DOUGLAS J.M. GRAHAM
JANICE H. MULVEY
W. ROGER RUSH
Publication venue: 'Portland Press Ltd.'
Publication date
Field of study

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