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 |
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