Work

On Semi-Stochastic Model for Multi-Stage Decision Making Under Uncertainty

Year: 2019

Type: preprint

Abstract: We propose a (seemingly) new computationally tractable model for multi-stage decision making under stochastic uncertainty.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1912.02704

Author: Nemirovski, Arkadi

Institution: Georgia Institute of Technology

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: W2994576673

Cites: 4

Cited by:

Related to: 10