Testing the structure of multistage stochastic programs
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Publication:2271798
DOI10.1007/s10287-008-0092-1zbMath1168.90567OpenAlexW1984188870MaRDI QIDQ2271798
Vittorio Moriggia, Marida Bertocchi, Jitka Dupačová
Publication date: 4 August 2009
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-008-0092-1
bond portfolio managementcontaminationadditional stagesout-of-sample scenariospolyhedral risk objectives
Related Items (4)
Unnamed Item ⋮ Comparing stage-scenario with nodal formulation for multistage stochastic problems ⋮ Partially Adaptive Stochastic Optimization for Electric Power Generation Expansion Planning ⋮ Structure of risk-averse multistage stochastic programs
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