scientific article

zbMath1154.90558MaRDI QIDQ3604331

Berc Rustem, Daniel Kuhn, Panos Parpas

Publication date: 24 February 2009

Full work available at URL: https://eudml.org/doc/33918

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic programmingdecision rulesboundsportfolio optimizationexpected value constraints

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (3)

Generating decision rules for flexible capacity expansion problem through gene expression programming ⋮ Generalized decision rule approximations for stochastic programming via liftings ⋮ Convergent bounds for stochastic programs with expected value constraints

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