Generating scenario trees for multistage decision problems (Q139592)
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scientific article; zbMATH DE number 6007272
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Generating scenario trees for multistage decision problems |
scientific article; zbMATH DE number 6007272 |
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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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0.8382443785667419
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0.8209385275840759
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0.817256510257721
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0.8153683543205261
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0.8035488128662109
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Kjetil Høyland
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Stein W. Wallace
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