A multistage stochastic programming approach for capital budgeting problems under uncertainty

DOI10.1093/IMAMAN/DPS018MaRDI QIDQ4909102zbMATH OpenOpenAlexFDO

Authors Antonio Violi, Francesco de Simone, Massimo Costabile, Ivar Massabò, Emilio Russo, Patrizia Beraldi

Publication date 12 March 2013

Published in IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/1ea64da1bd77a70a85a0e5d7ec9c2060429ef06f

zbMATH Keywords

risk managementstochastic programmingcapital budgeting

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Stochastic programming (90C15) Production theory, theory of the firm (91B38)

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