Seifi Abbas

Abbas Seifi

Information about the author Abbas Seifi will soon be added to the site.
Found 5 papers in total
Multistage portfolio optimization with stocks and options
Multistage portfolio optimization with stocks and options
2016
We develop a multistage portfolio optimization model that utilizes options for...
A truthful screening mechanism for improving information asymmetry in initial public offering transactions
A truthful screening mechanism for improving information asymmetry in initial public offering transactions
2009
We propose a mechanism to deal with the asymmetric information which increases the...
Interior-point method for reservoir operation with stochastic inflows
Interior-point method for reservoir operation with stochastic inflows
2001
A new method is proposed for long-term reservoir operation planning with stochastic...
Maximization of manufacturing yield of systems with arbitrary distributions of component values
Maximization of manufacturing yield of systems with arbitrary distributions of component values
2000
This paper presents a general method for maximizing manufacturing yield when the...
A constant-potential infeasible-start interior-point algorithm with computational experiments and applications
A constant-potential infeasible-start interior-point algorithm with computational experiments and applications
1998
We present a constant-potential infeasible-start interior-point (INFCP) algorithm for...
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