Nilay Noyan, Gábor Rudolf, Optimization with Multivariate Conditional Value-at-Risk Constraints, Operations Research, Vol. 61, No. 4 (July-August 2013), pp. 990-1013 ...

Central to the approach is an optimization technique for calculating VAR and optimizing CVAR simultaneously. This paper extends this approach to the optimization problems with CVAR constraints. In ...

H. Ronald Pulliam, Diet Optimization with Nutrient Constraints, The American Naturalist, Vol. 109, No. 970 (Nov. - Dec., 1975), pp. 765-768 ...

Process operation optimization: Real-time optimization seeks to determine set points for the controllers to maximize efficiency, conservation, and throughput, while minimizing expenses, waste, ...

Did you consider yourself a mathematician the last time you sat down to solve a Sudoku puzzle? It’s certainly a mentally ...

In this paper the authors investigate how fixed-fee transaction costs affect portfolio rebalancing.