Simulation Optimization: Applications In Risk Management
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DOI: 10.1142/S0219622008003137
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Cited by:
- Giscard Valonne Mouafo Nebot & Haiyan Wang, 2022. "RETRACTED: Port Terminal Performance Evaluation and Modeling," Logistics, MDPI, vol. 6(1), pages 1-22, January.
- Cansu Kandemir & Holly A. H. Handley, 2019. "Work process improvement through simulation optimization of task assignment and mental workload," Computational and Mathematical Organization Theory, Springer, vol. 25(4), pages 389-427, December.
- Oleksandr Romanko & Helmut Mausser, 2016. "Robust scenario-based value-at-risk optimization," Annals of Operations Research, Springer, vol. 237(1), pages 203-218, February.
- Oleksandr Romanko & Helmut Mausser, 2016. "Robust scenario-based value-at-risk optimization," Annals of Operations Research, Springer, vol. 237(1), pages 203-218, February.
- Majda Lachhab & Cédrick Béler & Erlyn Solano-Charris & Thierry Coudert, 2017. "Towards an integration of systems engineering and project management processes for a decision aiding purpose," Post-Print hal-01658004, HAL.
- Jingguo Wang & Raj Sharman & Stanley Zionts, 2012. "Functionality defense through diversity: a design framework to multitier systems," Annals of Operations Research, Springer, vol. 197(1), pages 25-45, August.
- Yin, Peng-Yeng & Wu, Tsai-Hung & Hsu, Ping-Yi, 2017. "Simulation based risk management for multi-objective optimal wind turbine placement using MOEA/D," Energy, Elsevier, vol. 141(C), pages 579-597.
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Keywords
Optimization; simulation; portfolio selection; risk management;All these keywords.
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