Work

Nonparametric Density Estimation for Stochastic Optimization with an Observable State Variable

Year: 2010

Type: article

Authors: Lauren A. Hannah, Warren B. Powell, David M. Blei

Institutions: Duke University, Princeton University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2153034112

FWCI: 0.869

Cites: 30

Cited by: 34

Related to: 10