In this paper we deal with a generalized multi-period mean-variance portfolio selection problem with the market parameters subject to Markov random regime switchings. We present necessary and sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period mean-variance model, based on a recursive procedure. The analytical solution of our model provides ...

This paper concerns a continuous-time portfolio selection problem with inflation in an incomplete market. By using the approach of more general stochastic linear quadratic control technique (SLQ), we obtain the optimal strategy and efficient frontier to this problem. Furthermore, a numerical example is also provided.

BACKGROUND Site selection for urban facilities is a crucial topic in planning decision processes for the several side effects they produce and the multiple criteria involved, especially for healthcare facilities. Nevertheless, the location problem has been ignored by most of the existing evaluation systems. METHODS Starting from a deep literature review and the analysis of hospitals in 10 Eur...

Most of existing researches for multi response optimization are based on regression analysis. However, the artificial neural network can be applied for the problem. In this paper, two approaches are proposed by consideration of both methods. In the first approach, regression model of the controllable factors and S/N ratio of each response has been achieved, then a fuzzy programming has been app...

Introduction: We have explored the use of GIS suitability models for the screening and analyzing of potential sites for Mars landers using engineering and scientific constraints in an iterative manner. While initially performed on locally held data sets, these analyses have now been extended to use widely distributed data from standardized Web Mapping Servers (WMS) [1]. The ability to exploit a...

Abstract Introduction: Myocardial Infarction, also known as heart attack, normally occurs due to such causes as smoking, family history, diabetes, and so on. It is recognized as one of the leading causes of death in the world. Therefore, the present study aimed to evaluate the performance of classification models in order to predict Myocardial Infarction, using a feature selection method tha...