Generating Scenario Trees for Multistage Decision Problems (Q139592): Difference between revisions

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19 February 2012
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Property / publication date: 19 February 2012 / rank
 
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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)
Property / title: Generating Scenario Trees for Multistage Decision Problems (English) / rank
 
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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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Revision as of 21:23, 30 August 2023

scientific article
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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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