Decision programming for mixed-integer multi-stage optimization under uncertainty
Year of publication: |
2022
|
---|---|
Authors: | Salo, Ahti A. ; Andelmin, Juho ; Oliveira, Fabricio |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 299.2022, 2 (1.6.), p. 550-565
|
Subject: | Contingent portfolio programming | Decision analysis | Decision trees | Influence diagrams | Stochastic programming | Mathematische Optimierung | Mathematical programming | Entscheidung | Decision | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty | Entscheidungsbaum | Decision tree | Risiko | Risk | Entscheidungstheorie | Decision theory | Stochastischer Prozess | Stochastic process |
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