Generating Scenario Trees for Multistage Decision Problems
نویسندگان
چکیده
منابع مشابه
Generating Scenario Trees for Multistage Decision Problems
In models of decision making under uncertainty we often are faced with the problem of representing the uncertainties in a form suitable for quantitative models. If the uncertainties are expressed in terms of multivariate continuous distributions, or a discrete distribution with far too many outcomes, we normally face two possibilities: either creating a decision model with internal sampling, or...
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ژورنال
عنوان ژورنال: Management Science
سال: 2001
ISSN: 0025-1909,1526-5501
DOI: 10.1287/mnsc.47.2.295.9834