Publications Pages Publications Pages. Search my Subject Specializations: Select Users without a subscription are not able to see the full content. Lee Abstract This book reveals how changing concepts of chance shaped the way American writers struggled with doubt and belief. More This book reveals how changing concepts of chance shaped the way American writers struggled with doubt and belief. Authors Affiliations are at time of print publication.
Maurice S. Lee, author Boston University More Less. Print Save Cite Email Share. Show Summary Details. Subscriber Login Email Address.
Library Card. View: no detail some detail full detail. Chapter 1 Probably Poe.
- Uncertain Chances: Science, Skepticism, and Belief in Nineteenth-Century American Literature.
- Insolvenz in England - Endlich Schuldenfrei! (German Edition);
- My Private Hell.
Chapter 2 Moby-Dick and the Opposite of Providence. Chapter 5 Roughly Thoreau. Coda Lost Causes and the Civil War. End Matter Index. Wang , Dynamic optimal portfolio with maximum absolute deviation model, Journal of Global Optimization , 53 , Zadeh , Fuzzy sets, Information and Control , 8 , Xu , A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs, European Journal of Operational Research , , Xu , A new fuzzy programming approach for multi-period portfolio Optimization with return demand and risk control, Fuzzy Sets and Systems , , Zhang , Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints, Fuzzy Sets and Systems , , Lin , Pre-commitment vs.
Wang , Risk control over bankruptcy in dynamic portfolio selection: A generalized mean-variance formulation, IEEE Transactions on Automatic Control , 49 , Download as PowerPoint slide.
Download as excel. Peng Zhang. Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints. Two nonparametric approaches to mean absolute deviation portfolio selection model. Ardeshir Ahmadi , Hamed Davari-Ardakani. A multistage stochastic programming framework for cardinality constrained portfolio optimization.
Uncertain chance-constrained programming model for project scheduling problem
Multiperiod portfolio optimization for asset-liability management with quadratic transaction costs. Portfolio optimization using a new probabilistic risk measure. Cardinality constrained portfolio selection problem: A completely positive programming approach. An empirical study on discrete optimization models for portfolio selection.
Uncertain chance-constrained programming model for project scheduling problem | SpringerLink
A filled function method for constrained nonlinear integer programming. Tao Pang , Azmat Hussain. An infinite time horizon portfolio optimization model with delays. A penalty-free method for equality constrained optimization. Markowitz's mean-variance optimization with investment and constrained reinsurance. The multimodal and multiperiod urban transportation integrated timetable construction problem with demand uncertainty. Bagirov , Moumita Ghosh , Dean Webb.
A derivative-free method for linearly constrained nonsmooth optimization. Biao Qu , Naihua Xiu. A relaxed extragradient-like method for a class of constrained optimization problem. Wen-ling Zhao , Dao-jin Song. A global error bound via the SQP method for constrained optimization problem. A new exact penalty function method for continuous inequality constrained optimization problems. Ning Zhang. A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems. A sequential convex program method to DC program with joint chance constraints.
Qiang Long , Changzhi Wu. A hybrid method combining genetic algorithm and Hooke-Jeeves method for constrained global optimization. American Institute of Mathematical Sciences. An adaptive probabilistic algorithm for online k -center clustering.
Keywords: Chance-constrained programming , uncertainty measure , multiperiod portfolio optimization , mean absolute deviation model , the discrete iteration method. Citation: Peng Zhang. Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection. References:  K. Google Scholar  D. Google Scholar  F. Google Scholar  Z. Google Scholar  Z. Google Scholar  X. Google Scholar  X. Google Scholar  X. Google Scholar  X. Google Scholar  G. Google Scholar  J. Google Scholar  N. Google Scholar  P.
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