科研项目详细信息
Aggregation and Discretization in Multistage Stochastic Programming / Active Portfolio Management Using Stochastic Programming
Kuhn Daniel
Institution abroad - IACH
keywords:stochastic programming; approximation scheme; aggregation; discretization; electricity derivatives; portfolio selection; mean blur; data analysis
keywords:
Subject:社会科学、人文和艺术(综合)
瑞士|英语
2007至2007
Source: 瑞士国家科学基金会
Link: http://p3.snf.ch/Pages/DataAndDocumentation.aspx