The Exact Solution of Multi-period Portfolio Choice Problem with Exponential Utility.
Taras BodnarNestor ParolyaWolfgang SchmidPublished in: OR (2014)
Keyphrases
- exact solution
- multi period
- planning horizon
- production planning
- facility location problem
- column generation
- data envelopment analysis
- routing problem
- lower bound
- multi item
- total cost
- optimal solution
- utility function
- integer programming
- lot sizing
- facility location
- minimize total
- supply chain
- lot size
- decision making
- graphical models
- genetic algorithm
- production system