Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2000).
Scenario tree generation for multiperiod financial optimization by optimal discretization.
Mathematical Programming, Series B 30 (4) 127-139.
Item Type: | Article |
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Research Programs: | Risk, Modeling and Society (RMS) |
Bibliographic Reference: | Mathematical Programming, Series B; 30(4):127-139 [2000] |
Depositing User: | IIASA Import |
Date Deposited: | 15 Jan 2016 02:11 |
Last Modified: | 27 Aug 2021 17:16 |
URI: | https://iiasa-9.eprints-hosting.org/5985 |
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