Scenario tree generation for multiperiod financial optimization by optimal discretization

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.

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Item Type:	Article
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://pure.iiasa.ac.at/5985

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