Showing results 8 to 27 of 72
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Issue Date | Title | Author(s) |
2014 | An asset and liability management (ALM) model using integrated chance constraints | Hussin, SAS; Mitra, G; Roman, D |
2003 | Asset liability management using stochastic programming | Pirbhai, M; Mitra, G; Kyriakis, T |
2004 | A co-operative parallel heuristic for integer linear programming: Combining simulated annealing with branch & bound | Nwana, V; Darby-Dowman, K; Mitra, G |
1987 | Computer assisted mathematical programming | Lucas, CA; Mitra, G |
1984 | Computer assisted modelling of linear, integer and separable programming problems | Darby-Dowman, K; Lucas, CA; Mitra, G |
2002 | Creating advanced bases for large scale linear programs exploiting embedded network structure | Gulpinar, N; Mitra, G; Maros, I |
1993 | Cutting plane methods for general integer programming | Hamid, FA; Mitra, G; Darby-Dowman, K |
2004 | A decision model for natural oil buying policy under uncertainty | Poojari, CA; Lucas, CA; Mitra, G |
2011 | Design and architecture of a stochastic programming modelling system | Valente, Christian |
1992 | Design, implementation and testing of an integrated branch and bound algorithm for piecewise linear and discrete programming problems within an LP framework | Hajian, MT; Mitra, G |
1976 | The development of algorithms in mathematical programming | Jahanshahlou, Gholamreza |
2003 | Dynamic asset (and liability) management under market and credit risk | Jobst, NJ; Mitra, G; Zenios, SA |
2012 | Employees Provident Fund (EPF) Malaysia: Generic models for asset and liability management under uncertainty | Sheikh Hussin, Siti Aida |
2013 | Enhanced indexation based on second-order stochastic dominance | Roman, D; Mitra, G; Zverovich, V |
1983 | An enumerative method for the solution of linear complementarity problems | Judice, JJ; Mitra, G |
2004 | The evolution of web-based optimisation from ASP to eservice | Valente, P; Mitra, G |
1986 | Experimental investigation of an interior search method within a simple framework | Mitra, G; Tamiz, M; Yadeger, J |
1993 | Experimental investigations in combining primal dual interior point method and simplex based LP solvers | Levkovitz, R; Mitra, G; Tamiz, M |
2003 | Extending algebraic modelling languages for Stochastic Programming | Valente, P; Mitra, G; Sadki, M |
1983 | An extension of set partitioning with application to scheduling problems | Darby-Dowman, K; Mitra, G |