Applications of integer programming to financial optimization

Hiroshi Konno, Rei Yamamoto

Research output: Chapter in Book/Report/Conference proceedingChapter

2 Citations (Scopus)
Original languageEnglish
Title of host publicationSpringer Optimization and Its Applications
PublisherSpringer International Publishing
Pages25-48
Number of pages24
DOIs
Publication statusPublished - 2008 Jan 1
Externally publishedYes

Publication series

NameSpringer Optimization and Its Applications
Volume18
ISSN (Print)1931-6828
ISSN (Electronic)1931-6836

ASJC Scopus subject areas

  • Control and Optimization

Cite this

Konno, H., & Yamamoto, R. (2008). Applications of integer programming to financial optimization. In Springer Optimization and Its Applications (pp. 25-48). (Springer Optimization and Its Applications; Vol. 18). Springer International Publishing. https://doi.org/10.1007/978-0-387-76682-9_2