Scenario tree construction driven by heuristic solutions of the optimization problem
Vit Prochazka, Stein W. Wallace
| Year of publication: |
2020
|
|---|---|
| Authors: | Prochazka, Vit ; Wallace, Stein W. |
| Subject: | Stochastic optimization | Scenario tree | Scenario generation | Theorie | Theory | Szenariotechnik | Scenario analysis | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Heuristik | Heuristics | Dynamische Optimierung | Dynamic programming | Portfolio-Management | Portfolio selection | Operations Research | Operations research |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Konferenzbeitrag ; Conference paper |
| Language: | English |
| Other identifiers: | 10.1007/s10287-020-00369-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012272066