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Encyclopedia of Optimization pp 1040–1047Cite as

Financial Optimization

  • Reference work entry

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Article Outline

Keywords

Single-Period Models

Multiperiod Models

  Parameters

  Decision Variables

  Model SP

Scenario Generation

Solution Techniques

  Direct Solvers

  Decomposition Algorithms

Conclusions and Future Directions

See also

References

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Author information

Authors and Affiliations

  1. Department Operations Research & Financial Engineering, Princeton University, Princeton, USA

    John M. Mulvey

  2. Department Information & Operations Management, Texas A&M University, College Station, USA

    Bala Shetty

Authors
  1. John M. Mulvey
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  2. Bala Shetty
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Editor information

Editors and Affiliations

  1. Department of Chemical Engineering, Princeton University, Princeton, NJ, 08544-5263, USA

    Christodoulos A. Floudas

  2. Center for Applied Optimization, Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL, 32611-6595, USA

    Panos M. Pardalos

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© 2008 Springer-Verlag

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Mulvey, J.M., Shetty, B. (2008). Financial Optimization . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_182

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