Recursive direct algorithms for multistage stochastic programs in financial engineering (Q4494422)
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scientific article; zbMATH DE number 1487892
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| default for all languages | No label defined |
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| English | Recursive direct algorithms for multistage stochastic programs in financial engineering |
scientific article; zbMATH DE number 1487892 |
Statements
2 May 2001
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multistage stochastic programs
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interior point method
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multistage portfolio selection
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0.8244578242301941
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0.8128954172134399
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0.7935282588005066
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0.7897704243659973
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Recursive direct algorithms for multistage stochastic programs in financial engineering (English)
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