Title of article :
Simulation and optimization approaches to scenario tree generation
Author/Authors :
Nalan Gulpinar، نويسنده , , Berc Rustem، نويسنده , , Reuben Settergren، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Keywords :
Scenario generation , Computational 3nance , stochastic programming , simulation , Non-linearoptimization
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control