//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
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
From:
To:
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
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->