SOME years ago you published some interesting communications in regard to the graphical solution of cubic and quartic equations (vol. lxi. p. 55, vol. lxiii. pp. 515 and 609, vol. lxiv. p. 5). The ...

Linear programming solutions addressing ISR asset allocation are surfacing in the academic and private sectors. A GMU graduate-level paper, presented on the day of Dantzig’s death, takes on the ...

A method is proposed for finding a closed form expression for the cumulative distribution function (CDF) of the maximum value of the objective function in a stochastic linear programming problem in ...

A new principle for choosing portfolios based on historical returns data is introduced; the optimal portfolio based on this principle is the solution to a simple linear programming problem. This ...