Blar i Institutt for matematiske fag på forfatter "Kaut, Michal"
-
Scenario tree generation for stochastic programming : cases from finance
Kaut, Michal (Dr. ingeniøravhandling, 0809-103X; 2003:55, Doctoral thesis, 2003)In recent years, stochastic programming has gained an increasing popularity within the mathematical programming community, mainly because the present computing power allows users to add stochasticity to models that were ...