Decision programming for mixed-integer multi-stage optimization under uncertainty
Ahti Salo, Juho Andelmin, Fabricio Oliveira
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.12.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013207138