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.
Revue:
Computational Management Science

ISSN: 1619-697X 1619-6988

Année de publication: 2009

Volumen: 6

Número: 3

Pages: 307-327

Type: Article

DOI: 10.1007/S10287-006-0035-7 GOOGLE SCHOLAR