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Stochastic network optimization models for investment planning
John M. Mulvey
, Hercules Vladimirou
Operations Research & Financial Engineering
Bendheim Center for Finance
Center for Statistics & Machine Learning
Research output
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Contribution to journal
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Article
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peer-review
71
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Scopus citations
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Keyphrases
Network Optimization
100%
Stochastic Network Optimization
100%
Investment Planning
100%
Simulation-based
50%
Utility Function
50%
Generation Method
50%
Decomposition Method
50%
Management Challenges
50%
Asset Returns
50%
Program Formulation
50%
Coefficient Matrix
50%
Stochastic Program
50%
Historical Data
50%
Stochastic Network Model
50%
Multiple Periods
50%
Scenario Generation
50%
Constrained Coefficients
50%
Scenario Programs
50%
Active Portfolio Management
50%
Multi-period Model
50%
Risk-bearing
50%
Planning under Uncertainty
50%
Computer Science
Network Optimization
100%
Utility Function
50%
Portfolio Management
50%
Historical Data
50%
Stochastic Network Model
50%
Coefficient Matrix
50%
Economics, Econometrics and Finance
Portfolio Selection
100%
Utility Function
100%
Capital Market Returns
100%
Social Sciences
Stochastics
100%
Optimization Model
100%
Portfolio Management
25%