On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty (Q839843)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty |
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On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty (English)
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3 September 2009
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multistage scenario tree
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assets and liabilities
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stochastic integer programming
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branch-and-fix coordination
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mean-risk function
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