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scientific article; zbMATH DE number 1487892
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scientific article; zbMATH DE number 1487892

    Statements

    author
    Marc C. Steinbach
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    publication date
    2 May 2001
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    zbMATH Keywords
    multistage stochastic programs
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    interior point method
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    multistage portfolio selection
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91B70
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    90C39
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    zbMATH DE Number
    1487892
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