Generating scenario trees for multistage decision problems

Management Science

Volumn 47, Issue 2, 2001, Pages 295-307

  Høyland, Kjetil ^a   Wallace, Stein W ^a  

^a NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

Author keywords

Asset Allocation; Nonconvex Programming; Scenario Generation

Indexed keywords

NONLINEAR PROGRAMMING; STATISTICAL METHODS; UNCERTAIN SYSTEMS;

NONCONVEX PROGRAMMING;

DECISION MAKING;

EID: 0035261934     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.47.2.295.9834     Document Type: Article

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