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A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania.
Audrius Kabasinskas
Francesca Maggioni
Kristina Sutiene
Eimutis Valakevicius
Published in:
Ann. Oper. Res. (2019)
Keyphrases
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stochastic programming
multistage
risk averse
linear program
capacity planning
risk neutral
robust optimization
production system
learning algorithm
multistage stochastic
dynamic programming
probability distribution
optimal policy