Sökning: "Ann-Brith Strömberg"
Hittade 4 avhandlingar innehållade orden Ann-Brith Strömberg.
1. Applications of Subgradient Optimization and an Extension
Sammanfattning : .... LÄS MER
2. Conditional Subgradient Methods and Ergodic Convergence in Nonsmooth Optimization
Sammanfattning : The topic of the thesis is subgradient optimization methods in convex, nonsmooth optimization. These methods are frequently used, especially in the context of Lagrangean relaxation of large scale mathematical programs where they are remarkably often able to quickly identify near-optimal Lagrangean dual solutions. LÄS MER
3. Towards concurrent planning of railway maintenance and train services
Sammanfattning : Efficiency in the public and freight transportation systems is of crucial importance for a society. Railways can offer high capacity and relatively low environmental impact, but require that several technical systems are tuned and operate well. LÄS MER
4. Mean-Variance Portfolio Optimization : Eigendecomposition-Based Methods
Sammanfattning : Modern portfolio theory is about determining how to distribute capital among available securities such that, for a given level of risk, the expected return is maximized, or for a given level of return, the associated risk is minimized. In the pioneering work of Markowitz in 1952, variance was used as a measure of risk, which gave rise to the wellknown mean-variance portfolio optimization model. LÄS MER