An important class of mathematical programming problems is the scheduling of manufacturing and transportation systems. In many cases, the independent variables which describe the manufacturing system ...
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 ...
To make things worse, the problems are nonlinear and have mixed-integer decisions," explains Potschka. "Most approaches so far either drop the nonlinearity in favor of a relatively coarse piecewise ...