Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection (Q5859015)
From MaRDI portal
scientific article; zbMATH DE number 7333786
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection |
scientific article; zbMATH DE number 7333786 |
Statements
Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection (English)
0 references
15 April 2021
0 references
stochastic programming
0 references
random number of stages
0 references
SDDP
0 references
portfolio selection
0 references
0 references
0 references
0 references
0 references
0 references
0 references
