Extreme events, discounting and stochastic optimization

DOI10.1007/s10479-009-0606-4zbMath1195.90068OpenAlexW2006217943MaRDI QIDQ1958615

Yanyan Li

Publication date: 4 October 2010

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-009-0606-4

zbMATH Keywords

stopping timeinvestmentscatastrophic risks

Mathematics Subject Classification ID

Stochastic programming (90C15) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items

Modeling Technological Change Under Increasing Returns and Uncertainty ⋮ Catastrophe risk management for sustainable development of regions under risks of natural disasters ⋮ Multi-stage stochastic optimization: the distance between stochastic scenario processes

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