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Publication:3604334
zbMath1154.90556MaRDI QIDQ3604334
Publication date: 24 February 2009
Full work available at URL: https://eudml.org/doc/33921
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Convex programming (90C25) Stochastic programming (90C15) Discrete approximations in optimal control (49M25)
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Dynamic generation of scenario trees ⋮ Hedging of long term zero-coupon bonds in a market model with reinvestment risk ⋮ Quality evaluation of scenario-tree generation methods for solving stochastic programming problems ⋮ Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies
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