Decision programming for mixed-integer multi-stage optimization under uncertainty
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DOI: 10.1016/j.ejor.2021.12.013
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- Salo, Ahti & Doumpos, Michalis & Liesiö, Juuso & Zopounidis, Constantin, 2024. "Fifty years of portfolio optimization," European Journal of Operational Research, Elsevier, vol. 318(1), pages 1-18.
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Keywords
Decision analysis; Influence diagrams; Decision trees; Contingent portfolio programming; Stochastic programming;All these keywords.
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