Work

Evpi-Based Importance Sampling Solution Procedures for Multistage Stochastic Linear Programmes on Parallel Mimd Architectures

Year: 1997

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.37767

Authors: M. A. H. Dempster, R. T. Thompson

Institutions: University of Cambridge, University of Essex

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1550038721

Cites: 36

Cited by: 36

Related to: 10