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| Author: | Höyland, K. Wallace, S. W. |
| Title: | Generating scenario trees for multistage decision problems |
| Journal: | Management Science
2001 : FEB, VOL. 47:2, p. 295-307 |
| Index terms: | ASSETS DECISION MAKING NONLINEAR PROGRAMMING SCENARIOS |
| Language: | eng |
| Abstract: | This paper presents a method based on nonlinear programming that can be used to generate a limited number of discrete outcomes that satisfy specified statistical properties. |
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