From scenarios to conditional scenarios in two‐stage stochastic MILP problems (Q6070114)
From MaRDI portal
scientific article; zbMATH DE number 7768061
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From scenarios to conditional scenarios in two‐stage stochastic MILP problems |
scientific article; zbMATH DE number 7768061 |
Statements
From scenarios to conditional scenarios in two‐stage stochastic MILP problems (English)
0 references
20 November 2023
0 references
stochastic programming
0 references
MILP problem
0 references
scenario
0 references
conditional scenario
0 references
portfolio optimization
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
