Scenario optimization (Q811363)

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Scenario optimization
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    title
    Scenario optimization (English)
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    DOI
    10.1007/BF02204809
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    author
    Ron S. Dembo
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    publication date
    1991
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    Mathematics Subject Classification ID
    90C15
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    91B28
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    93E03
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    90C90
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    90-08
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    zbMATH DE Number
    4215683
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    zbMATH Keywords
    multiple competing objectives
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    complex stochastic constraints
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    optimal management of a hydro-thermal generating system
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    portfolio optimization
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