Volume 2004: Neuzugänge
Anzeige der Publikationen 21-22 von 22
-
2004-01-14BuchMelt control This paper introduces melt control as a good case for application of two- and multistage stochastic programming models. Sources of uncertainties are described and several methods of input generation are presented. The ...
-
2004-01-14BuchAsset-liability management for Czech pension funds using stochastic programming It is possible to model a wide range of portfolio management problems using stochastic programming. This approach requires the generation of input scenarios and probabilities, which represent the evolution of the return ...