We consider the robust exponential utility maximization problem in discrete time: An investor maximizes the worst case expected exponential utility with respect to a family of nondominated ...

K. C. Jordi, D. Peddie, A Wildlife Management Problem: A Case Study in Multiple-Objective Linear Programming, The Journal of the Operational Research Society, Vol. 39 ...

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

Integer linear programming can help find the answer to a variety of real-world problems. Now researchers have found a much faster way to do it.