An affective heuristic for multistage linear programming with a stochastic right-hand side
C. Beltran-Royo; L. F. Escudero; J. F. Monge; R. E. Rodriguez-Ravines
| Year of publication: |
2014
|
|---|---|
| Authors: | Beltran-Royo, Cesar ; Escudero, Laureano F. ; Monge, J. F. ; Rodriguez-Ravines, R. E. |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 51.2014, p. 237-250
|
| Subject: | Multistage stochastic programming | Constraint aggregation | Conditional expectation | Scenario tree | Revenue management | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Revenue-Management | Dynamische Optimierung | Dynamic programming | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010408851