EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Scenario tree reduction"
Narrow search

Narrow search

Year of publication
Subject
All
Scenario tree reduction 3 Algorithm 2 Algorithmus 2 Clustering algorithms 2 Mathematical programming 2 Mathematische Optimierung 2 Portfolio optimization 2 Scenario analysis 2 Stochastic process 2 Stochastic programming 2 Stochastischer Prozess 2 Szenariotechnik 2 Theorie 2 Theory 2 90BXX 1 Cluster analysis 1 Clusteranalyse 1 Multistage stochastic optimization 1 Nested distance 1 Nodal clustering 1 Portfolio selection 1 Portfolio-Management 1
more ... less ...
Online availability
All
Undetermined 2
Type of publication
All
Article 3
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Conference paper 1 Konferenzbeitrag 1
Language
All
English 2 Undetermined 1
Author
All
Beraldi, Patrizia 2 Bruni, Maria 1 Bruni, Maria Elena 1 Horejšová, Markéta 1 Kopa, Miloš 1 Moriggia, Vittorio 1 Vitali, Sebastiano 1
more ... less ...
Published in...
All
Computational management science 1 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Top : transactions in operations research 1
Source
All
ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
Cover Image
Evaluation of scenario reduction algorithms with nested distance
Horejšová, Markéta; Vitali, Sebastiano; Kopa, Miloš; … - In: Computational management science 17 (2020) 2, pp. 241-275
Persistent link: https://www.econbiz.de/10012272064
Saved in:
Cover Image
A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem
Beraldi, Patrizia; Bruni, Maria - In: TOP: An Official Journal of the Spanish Society of … 22 (2014) 3, pp. 934-949
This paper deals with the problem of scenario tree reduction for stochastic programming problems. In particular, a …
Persistent link: https://www.econbiz.de/10010995301
Saved in:
Cover Image
A clustering approach for scenario tree reduction : an application to a stochastic programming portfolio optimization problem
Beraldi, Patrizia; Bruni, Maria Elena - In: Top : transactions in operations research 22 (2014) 3, pp. 934-949
Persistent link: https://www.econbiz.de/10010437107
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...