Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject Stochastic programming
Showing results 1 to 6 of 6
| Issue Date | Title | Author(s) |
|---|---|---|
| 2015 | An algorithm for moment-matching scenario generation with application to financial portfolio optimization | Date, P; Ponomareva, K; Roman, D |
| 2003 | Dynamic asset (and liability) management under market and credit risk | Jobst, NJ; Mitra, G; Zenios, SA |
| 2011 | Modelling and solution methods for stochastic optimisation | Zverovich, Victor |
| 2011 | Processing second-order stochastic dominance models using cutting-plane representations | Fabian, CI; Mitra, G; Roman, D |
| 2005 | Treasury Management Model with Foreign Exchange Exposure | Volosov, K; Mitra, G; Spagnolo, F; Lucas, CA |
| 2000 | A two-stage stochastic programming with recourse model for determining robust planting plans in horticulture | Darby-Dowman, K; Barker, S; Audsley, E; Parsons, D |