Testing the structure of multistage stochastic programs (Q2271798)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the structure of multistage stochastic programs |
scientific article |
Statements
Testing the structure of multistage stochastic programs (English)
0 references
4 August 2009
0 references
contamination
0 references
additional stages
0 references
out-of-sample scenarios
0 references
polyhedral risk objectives
0 references
bond portfolio management
0 references
0 references
