Solving multistage asset investment problems by the sample average approximation method (Q2502215): Difference between revisions

@@ Property / DOI @@
-.1007/s10107-006-0723-7
@@ Property / DOI: 10.1007/s10107-006-0723-7 / rank @@
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@@ Property / author @@
-Alexander Shapiro
@@ Property / author: Alexander Shapiro / rank @@
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@@ Property / author @@
+Alexander Shapiro
@@ Property / author: Alexander Shapiro / rank @@
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@@ Property / Wikidata QID: Q57710146 / rank @@
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+https://doi.org/10.1007/s10107-006-0723-7
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+W2093197620
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@@ Property / cites work @@
+Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
+Normal rank
@@ Property / cites work @@
+Scenario modelling for selective hedging strategies
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@@ Property / cites work @@
+Introduction to Stochastic Programming
@@ Property / cites work: Introduction to Stochastic Programming / rank @@
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+Scenario reduction in stochastic programming
@@ Property / cites work: Scenario reduction in stochastic programming / rank @@
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+A Riccati-based primal interior point solver for multistage stochastic programming
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+A Riccati-based primal interior point solver for multistage stochastic programming ‐ extensions
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+Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999
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+The performance of stochastic dynamic and fixed mix portfolio models
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+Monte Carlo bounding techniques for determinig solution quality in stochastic programs
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+Q4251839
@@ Property / cites work: Q4251839 / rank @@
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@@ Property / cites work @@
+A branch and bound method for stochastic global optimization
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+Scenario tree generation for multiperiod financial optimization of optimal discretization
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@@ Property / cites work @@
+Inference of statistical bounds for multistage stochastic programming problems
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@@ Property / cites work @@
+Q2752043
@@ Property / cites work: Q2752043 / rank @@
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@@ Property / DOI @@
+.1007/S10107-006-0723-7
@@ Property / DOI: 10.1007/S10107-006-0723-7 / rank @@
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+journals/mp/BlomvallS07
@@ Property / DBLP publication ID: journals/mp/BlomvallS07 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2502215