Comment on "generating scenario trees for multistage decision problems"

Management Science

Volumn 48, Issue 11, 2002, Pages 1512-1516

  Klaassen, Pieter ^a  

^a VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

Asset allocation; Multistage decision problems; No arbitrage; Scenario generation

Indexed keywords

COSTS; INVESTMENTS; LINEAR EQUATIONS; MATHEMATICAL MODELS; NONLINEAR PROGRAMMING; PROBABILITY; SALES;

ASSET ALLOCATION; MULTISTAGE DECISION PROBLEMS; NO ARBITRAGE; SCENARIO GENERATION;

DECISION MAKING;

EID: 0036871244     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.48.11.1512.261     Document Type: Note

References (7)

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