Approximations for Probability Distributions and Stochastic Optimization Problems
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Publication:4613828
DOI10.1007/978-1-4419-9586-5_15zbMath1405.90093OpenAlexW2109518176WikidataQ59254948 ScholiaQ59254948MaRDI QIDQ4613828
Alois Pichler, Georg Ch. Pflug
Publication date: 25 January 2019
Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4419-9586-5_15
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Cites Work
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- Scenario tree generation for multiperiod financial optimization of optimal discretization
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