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~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Lucas, André"
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Analytic decision rules for financial stochastic programs
Siegmann, Adriaan Hendrik
;
Lucas, André
-
2000
-
This version: May 1, 2000
stochastic
programming
we characterize analytically (rather than numerically) the optimal decisions that follow from …
Persistent link: https://www.econbiz.de/10011303296
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Analytic decision rules for financial stochastic programs
Siegmann, Arjen H.
;
Lucas, André
-
2000
Persistent link: https://www.econbiz.de/10001477415
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