Algorithmic Aspects of Scenario-Based Multi-stage Decision Process Optimization

DOI10.1007/978-3-642-04428-1_32zbMath1260.91059arXiv1404.5711OpenAlexW109913336MaRDI QIDQ3645330

Ronald Hochreiter

Publication date: 17 November 2009

Published in: Algorithmic Decision Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.5711

zbMATH Keywords

risk managementscenario generationoptimization under uncertaintyscenario optimizationfinancial decision theory

Mathematics Subject Classification ID

Decision theory (91B06)

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