Dynamic optimization in management

管理动态优化

• 批准号: 4088-2010
• 负责人: Breton, Michèle
• 金额: $ 3.79万
• 依托单位: HEC Montréal
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2014
• 资助国家: 加拿大
• 起止时间: 2014-01-01 至 2015-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=544160
• 关键词: Dynamic; optimization; management

The objective of this research program is to develop mathematical models and efficient algorithms to solve practical decision-making problems that are dynamic in nature and involve a level of uncertainty. Three specific areas of application will be considered: financial derivatives, long-term environmental-protection agreements, and firms' strategic investment decisions.

本研究计划的目标是开发数学模型和有效的算法来解决实际决策问题，这些问题本质上是动态的，涉及一定程度的不确定性。将考虑三个具体的应用领域：金融衍生品、长期环境保护协议和公司的战略投资决策。