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 |