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Panos Parpas
Information about the author Panos Parpas will soon be added to the site.
Found
3 papers
in total
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An approximate dynamic programming framework for modeling global climate policy under decision‐dependent uncertainty
2012
Analyses of global climate policy as a sequential decision under uncertainty have been...
Global optimization of higher order moments in portfolio selection
2009
We discuss the global optimization of the higher order moments of a portfolio of...
Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems
2007
We consider decomposition approaches for the solution of multistage stochastic...
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