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Dynamic tracking error with shortfall control using stochastic programming
Barro, Diana
;
Canestrelli, Elio
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2012
Persistent link: https://www.econbiz.de/10011629033
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Combining stochastic programming and optimal control to solve multistage stochastic optimization problems
Barro, Diana
;
Canestrelli, Elio
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2011
-
First draft
Persistent link: https://www.econbiz.de/10011628771
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Continuous state dynamic programming via nonexpansive approximation
Stachurski, John
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003289625
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Dynamic modelling and testing of OPEC behaviour
Dahl, Carol A.
;
Yücel, Mine Kuban
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1990
Persistent link: https://www.econbiz.de/10000339932
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