Reuben Settergren

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3D city models have a wide range of applications such as mobile navigation, urban planning, telecommunication, and tourism. The generation of high resolution Digital Surface Models (DSMs), in particular from airborne LIDAR data have found a major attraction of researchers in this field due to their high accuracy and high density of points. In this paper, a(More)
Multistage stochastic programming is used to model the problem of financial portfolio management with transaction costs, given stochastic data provided in the form of a scenario tree. The mean or variance of total wealth at the end of the planning horizon can be optimized in view of the transaction costs by solving either a linear stochastic program or a(More)
In this paper, we consider a stochastic programming approach to multi-stage posttax portfolio optimization. Asset performance information is speci ed as a scenario tree generated by two alternative methods based on simulation and optimization. We assume three tax wrappers involving the same instruments for an eÆcient investment strategy and determine(More)
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