An interval branch and bound algorithm for global optimization of a multiperiod pricing model

Munirpallam A. Venkataramanan, A. Victor Cabot, Wayne L. Winston. An interval branch and bound algorithm for global optimization of a multiperiod pricing model. Computers & OR, 22(7):681-687, 1995. [doi]

@article{VenkataramananCW95,
  title = {An interval branch and bound algorithm for global optimization of a multiperiod pricing model},
  author = {Munirpallam A. Venkataramanan and A. Victor Cabot and Wayne L. Winston},
  year = {1995},
  doi = {10.1016/0305-0548(94)00061-C},
  url = {http://dx.doi.org/10.1016/0305-0548(94)00061-C},
  tags = {optimization},
  researchr = {https://researchr.org/publication/VenkataramananCW95},
  cites = {0},
  citedby = {0},
  journal = {Computers & OR},
  volume = {22},
  number = {7},
  pages = {681-687},
}