Zenios Stavros A.

Stavros A. Zenios

Information about the author Stavros A. Zenios will soon be added to the site.
Found 40 papers in total
Robust optimization of large-scale systems
Robust optimization of large-scale systems
1995
Mathematical programming models with noisy, erroneous, or incomplete data are common...
Solving multistage stochastic network programs on massively parallel computers
Solving multistage stochastic network programs on massively parallel computers
1996
Multi-stage stochastic programs are typically extremely large, and can be...
Asset/liability management under uncertainty for fixed-income securities
Asset/liability management under uncertainty for fixed-income securities
1995
Short-sighted asset/liability strategies of the seventies left financial...
Capturing the correlations of fixed-income instruments
Capturing the correlations of fixed-income instruments
1994
This paper develops a framework for managing portfolios of fixed income instruments...
Parallel and supercomputing in the practice of management science
Parallel and supercomputing in the practice of management science
1994
The performance of von Neumann (serial) computers improved by a factor of 10 6 between...
Integrated simulation and optimization models for tracking indices of fixed-income securities
Integrated simulation and optimization models for tracking indices of fixed-income securities
1994
Increasing performance pressures on fixed-income managers have led to a search for new...
A network model to maximize Navy personnel readiness and its solution
A network model to maximize Navy personnel readiness and its solution
1994
The problem of optimally (re)allocating Navy personnel to combat units is compounded...
A model for portfolio management with mortgage-backed securities
A model for portfolio management with mortgage-backed securities
1993
This paper presents a stochastic programming model for the mamagement of large...
Mean-absolute deviation portfolio optimization for mortgage-backed securities
Mean-absolute deviation portfolio optimization for mortgage-backed securities
1993
The authors develop an integrated simulation/optimization model for managing...
A massively parallel algorithm for nonlinear stochastic network problems
A massively parallel algorithm for nonlinear stochastic network problems
1993
The paper develops an algorithm for solving nonlinear, two-stage stochastic problems...
Complete prepayment models for mortgage-backed securities
Complete prepayment models for mortgage-backed securities
1992
The estimation of prepayment rates for pools of mortgages is a critical component in...
Network based models for air-traffic control
Network based models for air-traffic control
1991
Several aspects of air-traffic control fit into the framework of network optimization...
A comparative study of algorithms for matrix balancing
A comparative study of algorithms for matrix balancing
1990
The problem of adjusting the entries of a large matrix to satisfy prior consistency...
Vector and parallel computing for matrix balancing
Vector and parallel computing for matrix balancing
1990
Estimating the entries of a large matrix to satisfy a set of internal consistency...
On the use of expert systems in network optimization: With an application to matrix balancing
On the use of expert systems in network optimization: With an application to matrix balancing
1989
Network optimization models have a wide variety of applications in operations...
Large-scale nonlinear network models and their application
Large-scale nonlinear network models and their application
1989
Nonlinear network applications arise in a variety of contexts: hydroelectric power...
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