On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty

  1. Escudero, L.F.
  2. Garín, A.
  3. Merino, M.
  4. Pérez, G.
Journal:
Computational Management Science

ISSN: 1619-697X,  1619-6988

Year of publication: 2009

Volume: 6

Issue: 3

Pages: 307-327

Type: Article

DOI: 10.1007/S10287-006-0035-7 GOOGLE SCHOLAR
Data source: Scopus