Multi-period power utility optimization under stock return predictability.

Taras Bodnar Dmytro Ivasiuk Nestor Parolya Wolfgang Schmid

Published in: Comput. Manag. Sci. (2023)

Keyphrases

multi period
production planning
planning horizon
facility location problem
optimization problems
routing problem
global optimization
lot sizing
data envelopment analysis
total cost
special case
utility function
integer programming