Scenario tree generation for multi-stage stochastic problems (Q2850218)
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scientific article; zbMATH DE number 6212436
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scenario tree generation for multi-stage stochastic problems |
scientific article; zbMATH DE number 6212436 |
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26 September 2013
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portfolio
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asset
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correlation
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multistage stochastic programming
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Scenario tree generation for multi-stage stochastic problems (English)
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