haku: @indexterm DYNAMIC PROGRAMMING / yhteensä: 309
viite: 23 / 309
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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