A Mathematical Programming Approach for the Optimal Collateral Allocation Problem.
Konstantinos PapalamprouEfthymios P. PournarasStyliani TychalakiPublished in: OR (2018)
Keyphrases
- mathematical programming
- linear programming
- combinatorial optimization
- optimization approaches
- robust optimization
- goal programming
- dynamic programming
- capacity expansion
- optimal solution
- mixed integer linear
- buffer allocation
- mixed integer linear programming
- queueing theory
- controlled tabular adjustment
- tree search
- worst case
- multi objective