A stochastic programming model with decision dependent uncertainty realizations for technology portfolio management
Senay Solak, John-Paul Clarke, Ellis Johnson and Earl Barnes
| Year of publication: |
2008
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|---|---|
| Authors: | Solak, Senay ; Clarke, John-Paul ; Johnson, Ellis ; Barnes, Earl |
| Published in: |
Operations research proceedings 2007 : selected papers of the Annual International Conference of the German Operations Research Society (GOR) ; Saarbrücken, September 5 - 7, 2007. - Berlin : Springer, ISBN 3-540-77902-7. - 2008, p. 75-80
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| Subject: | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003716095