Simulation-Based Solution of Stochastic Mathematical Programs with Complementarity Constraints : Sample-Path Analysis
Year of publication: |
2004
|
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Authors: | Birbil, S. Ilker ; Gürkan, Gül ; Listes, Ovidiu |
Publisher: |
[S.l.] : SSRN |
Subject: | Finanzmathematik | Mathematical finance | Mathematische Optimierung | Mathematical programming | Simulation |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 18 2004 2, erstellt |
Classification: | M11 - Production Management ; R4 - Transportation Systems ; C62 - Existence and Stability Conditions of Equilibrium |
Source: | ECONIS - Online Catalogue of the ZBW |
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