Simulation and optimization approaches to scenario tree generation (Q953641)
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scientific article; zbMATH DE number 5362799
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation and optimization approaches to scenario tree generation |
scientific article; zbMATH DE number 5362799 |
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Simulation and optimization approaches to scenario tree generation (English)
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6 November 2008
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stochastic programming
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scenario generation
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computational finance
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simulation
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non-linear optimization
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