We consider optimal consumption and (strategic) asset allocation of an investor with uncertain lifetime. The problem is solved using a multi-stage stochastic linear programming (SLP) model to ...

A George Mason University (GMU) model could help the intelligence, surveillance and reconnaissance (ISR) community gauge which assets are more valuable than others. Models address the complex problem ...

Marshall, Paul W. "Linear Programming: A Technique for Analyzing Resource Allocation Problems." Harvard Business School Background Note 171-322, January 1971. (Revised November 1975.) ...

Learn how to solve problems using linear programming. A linear programming problem involves finding the maximum or minimum value of an equation, called the objective functions, subject to a system of ...