Hedging with options and cardinality constraints in multi-period portfolio management systems.
Ralf ÖstermarkPublished in: Kybernetes (2011)
Keyphrases
- multi period
- cardinality constraints
- management system
- production planning
- facility location problem
- planning horizon
- routing problem
- lot sizing
- functional dependencies
- multi item
- data envelopment analysis
- entity relationship
- total cost
- decision making
- deductive databases
- database schema
- integrity constraints
- database management systems
- closed sets
- expected cost
- integer programming
- database design
- object oriented
- optimal control
- optimal policy
- search space
- search algorithm