A multistage stochastic programming approach for capital budgeting problems under uncertainty

DOI10.1093/imaman/dps018zbMath1258.91117OpenAlexW2114514816MaRDI QIDQ4909102

Emilio Russo, Ivar Massabò, Massimo Costabile, Francesco de Simone, Antonio Violi, Patrizia Beraldi

Publication date: 12 March 2013

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/1ea64da1bd77a70a85a0e5d7ec9c2060429ef06f

zbMATH Keywords

stochastic programmingrisk managementcapital budgeting

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Stochastic programming (90C15) Production theory, theory of the firm (91B38)

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