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Multistage stochastic programs: The state-of-the-art and selected bibliography

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References

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1972

A Dynamic Model for Bond Portfolio Management

182 cited

Cited by

1999EVPI‐based importance sampling solution proceduresfor multistage stochastic linear programmeson parallel MIMD architectures61 cited
1998Dynamic Stochastic Programming for Asset-Liability Management52 cited
1999Portfolio optimization via stochastic programming: Methods of output analysis44 cited