Management of non-maturing deposits by multistage stochastic programming.
Karl FrauendorferMichael SchürlePublished in: Eur. J. Oper. Res. (2003)
Keyphrases
- stochastic programming
- multistage
- chance constrained
- capacity planning
- single stage
- production system
- multistage stochastic
- dynamic programming
- asset liability management
- linear program
- lot sizing
- optimal policy
- decision making
- finite horizon
- multi item
- robust optimization
- machine learning
- supply chain management
- special case