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A multistage linear stochastic programming model for optimal corporate debt management.
Davi Michel Valladão
Álvaro Veiga
Geraldo Veiga
Published in:
Eur. J. Oper. Res. (2014)
Keyphrases
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stochastic programming
multistage
chance constrained
linear program
dynamic programming
capacity planning
robust optimization
multistage stochastic
optimal policy
risk averse
capacity expansion
asset liability management
machine learning
cost function
decision theoretic