Testing the structure of multistage stochastic programs
| Year of publication: |
2009
|
|---|---|
| Authors: | Dupačová, Jitka ; Bertocchi, Marida ; Moriggia, Vittorio |
| Published in: |
Computational Management Science. - Springer. - Vol. 6.2009, 2, p. 161-185
|
| Publisher: |
Springer |
| Subject: | Contamination | Additional stages | Out-of-sample scenarios | Polyhedral risk objectives | Bond portfolio management |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005369518