Browsing by Subject "linear programming"
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Item type:Article, Access status: Open Access , A bi-objective portfolio optimization with conditional value-at-risk(2010) Sawik, BartoszThis paper presents a bi-objective portfolio model with the expected return as a performance measure and the expected worst-case return as a risk measure. The problems are formulated as a bi-objective linear program. Numerical examples based on 1000, 3500 and 4020 historical daily input data from the Warsaw Stock Exchange are presented and selected computational results are provided. The computational experiments prove that the proposed linear programming approach provides the decision maker with a simple tool for evaluating the relationship between the expected and the worst-case portfolio return.Item type:Article, Access status: Open Access , An example to illustrate several aspects of optimization theory in Managerial Economics(Wydawnictwa AGH, 2021) Lahiri, SomdebWe provide a single example that illustrates all aspects of linear, integer and dynamic programming, including such concepts such as value of perfect and imperfect information. Such problems, though extremely plausible and realistic are hardly ever discussed in managerial economics.Item type:Thesis, Access status: Restricted , Liniowe równania przedziałowe(Data obrony: 2009-06-23) Simińska, Edyta
Wydział Matematyki StosowanejItem type:Thesis, Access status: Restricted , Metody konstrukcji tablic trwania życia(Data obrony: 2009-06-23) Rębacz, Witold
Wydział Matematyki StosowanejItem type:Thesis, Access status: Restricted , O skojarzeniach w grafach(Data obrony: 2011-07-07) Żupnik, Magdalena; Uzar, Jakub; Widuch, Justyna
Wydział Matematyki StosowanejItem type:Thesis, Access status: Restricted , O skojarzeniach w grafach(Data obrony: 2011-07-07) Widuch, Justyna; Uzar, Jakub; Żupnik, Magdalena
Wydział Matematyki StosowanejItem type:Thesis, Access status: Restricted , O skojarzeniach w grafach(Data obrony: 2011-07-07) Uzar, Jakub; Widuch, Justyna; Żupnik, Magdalena
Wydział Matematyki StosowanejItem type:Thesis, Access status: Restricted , Selected parallel algorithms for mathematical programming and their implementation on graphic processors(Data obrony: 2015-10-30) Pyzik, Jarosław
Wydział Matematyki StosowanejItem type:Thesis, Access status: Restricted , Wybrane zastosowania programowania liniowego(Data obrony: 2009-07-01) Duracz, Katarzyna
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