Nuacht

Excel is incredibly powerful when your data is complete, but what happens when you need to solve for unknown variables? Enter Goal Seek and the Solver add-in, two tools that let Excel do the heavy ...
We develop a new solution method for a broad class of discrete-time dynamic portfolio choice problems. The method efficiently approximates conditional expectations of the value function by using (i) a ...
Mixed-integer programming models are typically not used to solve realistic-sized production scheduling problems because they require exorbitant solution times. We impose a useful taxonomy on ...