Stochastic optimization methods in finance and energy. New financial products and energy market strategies. Selected papers based on the presentations at the spring school of stochastic programming, Bergamo, Italy, April 10--20, 2007, and the 11th interna

DOI10.1007/978-1-4419-9586-5zbMath1226.91004OpenAlexW430003170MaRDI QIDQ593240

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Publication date: 10 June 2011

Published in: International Series in Operations Research \& Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4419-9586-5

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Actuarial science and mathematical finance (91Gxx)

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