On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty (Q839843)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty |
scientific article; zbMATH DE number 5601670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty |
scientific article; zbMATH DE number 5601670 |
Statements
On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty (English)
0 references
3 September 2009
0 references
multistage scenario tree
0 references
assets and liabilities
0 references
stochastic integer programming
0 references
branch-and-fix coordination
0 references
mean-risk function
0 references
0 references
0 references
0 references
