The value and cost of more stages in stochastic programing: a statistical analysis on a set of portfolio choice problems (Q5068072)
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scientific article; zbMATH DE number 7503253
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The value and cost of more stages in stochastic programing: a statistical analysis on a set of portfolio choice problems |
scientific article; zbMATH DE number 7503253 |
Statements
The value and cost of more stages in stochastic programing: a statistical analysis on a set of portfolio choice problems (English)
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5 April 2022
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multi-stage stochastic programming
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sample average approximation
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scenario trees
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portfolio choice
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