Scenario tree modeling for multistage stochastic programs

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Publication:1016127

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DOI10.1007/s10107-007-0197-2zbMath1173.90007OpenAlexW2060013459MaRDI QIDQ1016127

Holger Heitsch, Werner Römisch

Publication date: 4 May 2009

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-007-0197-2

zbMATH Keywords

portfolio stochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15)

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