haku: @author Basso, A. / yhteensä: 2
viite: 2 / 2
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| Tekijä: | Basso, A. Peccati, L.A. |
| Otsikko: | Optimal resource allocation with minimum activation levels and fixed costs |
| Lehti: | European Journal of Operational Research
2001 : JUN, VOL. 131:3, p. 536-549 |
| Asiasana: | DYNAMIC PROGRAMMING INTEGER PROGRAMMING RESOURCE ALLOCATION |
| Vapaa asiasana: | CAPITAL RATIONING |
| Kieli: | eng |
| Tiivistelmä: | The authors intend to analyze a problem of optimal resource allocation with both minimum and maximum activation levels and fixed costs. The problem is shown to be NP-hard. The authors study the consequent MILP problem and propose a dynamic programming algorithm which exploits an efficient pruning procedure. The authors present an application to a portfolio optimization problem in project financing. |
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