Test problems in stochastic multistage programming (Q4484946)

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scientific article; zbMATH DE number 1455257
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    Test problems in stochastic multistage programming
    scientific article; zbMATH DE number 1455257

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      Test problems in stochastic multistage programming (English)
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      5 June 2000
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      fixed-income securities management
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      interest rate models
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      multistage stochastic linear programs
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      barycentric approximation
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