A stochastic programming model with decision dependent uncertainty realizations for technology portfolio management
Year of publication: |
2008
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Authors: | Solak, Senay ; Clarke, John-Paul ; Johnson, Ellis ; Barnes, Earl |
Published in: |
Operations research proceedings 2007 : selected papers of the Annual International Conference of the German Operations Research Society (GOR) ; Saarbrücken, September 5 - 7, 2007. - Berlin : Springer, ISBN 3-540-77902-7. - 2008, p. 75-80
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Subject: | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty |
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