Generating Scenario Trees for Multistage Decision Problems (Q139592): Difference between revisions
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19 February 2012
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Property / author: Kjetil Høyland / rank | |||||||||||||||
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Property / author: Stein W. Wallace / rank | |||||||||||||||
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Generating Scenario Trees for Multistage Decision Problems (English) | |||||||||||||||
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Property / zbMATH Open document ID: 1232.91132 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 91B06 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 90C26 / rank | |||||||||||||||
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Property / zbMATH DE Number: 6007272 / rank | |||||||||||||||
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scenario generation | |||||||||||||||
Property / zbMATH Keywords: scenario generation / rank | |||||||||||||||
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asset allocation | |||||||||||||||
Property / zbMATH Keywords: asset allocation / rank | |||||||||||||||
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nonconvex programming | |||||||||||||||
Property / zbMATH Keywords: nonconvex programming / rank | |||||||||||||||
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Property / full work available at URL: https://doi.org/10.1287/mnsc.47.2.295.9834 / rank | |||||||||||||||
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Property / OpenAlex ID: W2072991174 / rank | |||||||||||||||
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Latest revision as of 01:37, 20 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Generating Scenario Trees for Multistage Decision Problems |
scientific article |
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47
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2
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295-307
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February 2001
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19 February 2012
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Generating Scenario Trees for Multistage Decision Problems (English)
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scenario generation
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asset allocation
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nonconvex programming
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