Some experiments on solving multistage stochastic mixed 0-1 programs with time stochastic dominance constraints
Laureano F. Escudero, María Araceli Garín, María Merino, Gloria Pérez
| Year of publication: |
2015
|
|---|---|
| Authors: | Escudero, Laureano F. ; Garín, María Araceli ; Merino, María ; Pérez, Gloría |
| Publisher: |
Bilbao : Univ. del País Vasco |
| Subject: | multistage stochastic mixed 0-1 optimization | scenario clustering | risk averse measures | stochastic dominance constraints | Stochastischer Prozess | Stochastic process | Theorie | Theory | Risikoaversion | Risk aversion | Risiko | Risk | Mathematische Optimierung | Mathematical programming | Experiment | Nutzenfunktion | Utility function | Portfolio-Management | Portfolio selection |
| Extent: | Online-Ressource (33 S.) graph. Darst. |
|---|---|
| Series: | Biltoki : documentos de trabajo. - Bilbao : [Verlag nicht ermittelbar], ZDB-ID 2225876-0. - Vol. 2015,01 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010506751