Estimation errors or uncertainities in expected return and risk measures create difficulties for portfolio optimization. The literature deals with the uncertainty using stochastic, fuzzy or ...
See "Nonlinear Optimization and Related Subroutines" for a listing of all NLP subroutines. See Chapter 11, "Nonlinear Optimization Examples," for a description of the inputs to and outputs of all NLP ...
Implementing Defender-Attacker-Operator (DAO) Optimization, with a Military Force Deployment Example
This is a preview. Log in through your library . Abstract We show how to formulate and solve a trilevel defender-attacker-operator (DAO) optimization model for an operational system. Here, integer ...
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