Timber harvest scheduling with price uncertainty using Markowitz portfolio optimization.
Laurence H. ReevesRobert G. HaightPublished in: Ann. Oper. Res. (2000)
Keyphrases
- portfolio optimization
- robust optimization
- risk measures
- portfolio selection
- portfolio management
- factor analysis
- stock market
- problems involving
- scheduling problem
- mathematical programming
- optimization methods
- risk management
- stock price
- bi objective
- decision theory
- lot sizing
- expected utility
- multiple objectives
- genetic algorithm
- stock exchange
- utility function
- evolutionary algorithm
- decision making