Algorithmic aspects of scenario-based multi-stage decision process optimization

Ronald Hochreiter

doi:10.1007/978-3-642-04428-1_32

Algorithmic aspects of scenario-based multi-stage decision process optimization

Ronald Hochreiter

University of Vienna

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Original language	English
Title of host publication	Algorithmic Decision Theory - First International Conference, ADT 2009, Proceedings
Pages	365-376
Number of pages	12
DOIs	https://doi.org/10.1007/978-3-642-04428-1_32
Publication status	Published - 2009
Externally published	Yes
Event	1st International Conference on Algorithmic Decision Theory, ADT 2009 - Venice, Italy Duration: 20 Oct 2009 → 23 Oct 2009

Publication series

Name	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume	5783 LNAI
ISSN (Print)	0302-9743
ISSN (Electronic)	1611-3349

Conference

Conference	1st International Conference on Algorithmic Decision Theory, ADT 2009
Country/Territory	Italy
City	Venice
Period	20/10/09 → 23/10/09

Keywords

Financial decision theory
Optimization under uncertainty
Risk management
Scenario generation
Scenario optimization

Access to Document

10.1007/978-3-642-04428-1_32

Cite this

Hochreiter, R. (2009). Algorithmic aspects of scenario-based multi-stage decision process optimization. In Algorithmic Decision Theory - First International Conference, ADT 2009, Proceedings (pp. 365-376). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 5783 LNAI). https://doi.org/10.1007/978-3-642-04428-1_32

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title = "Algorithmic aspects of scenario-based multi-stage decision process optimization",

keywords = "Financial decision theory, Optimization under uncertainty, Risk management, Scenario generation, Scenario optimization",

author = "Ronald Hochreiter",

year = "2009",

doi = "10.1007/978-3-642-04428-1\_32",

language = "English",

isbn = "3642044271",

series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",

pages = "365--376",

booktitle = "Algorithmic Decision Theory - First International Conference, ADT 2009, Proceedings",

note = "1st International Conference on Algorithmic Decision Theory, ADT 2009 ; Conference date: 20-10-2009 Through 23-10-2009",

}

Hochreiter, R 2009, Algorithmic aspects of scenario-based multi-stage decision process optimization. in Algorithmic Decision Theory - First International Conference, ADT 2009, Proceedings. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 5783 LNAI, pp. 365-376, 1st International Conference on Algorithmic Decision Theory, ADT 2009, Venice, Italy, 20/10/09. https://doi.org/10.1007/978-3-642-04428-1_32

Algorithmic aspects of scenario-based multi-stage decision process optimization. / Hochreiter, Ronald.
Algorithmic Decision Theory - First International Conference, ADT 2009, Proceedings. 2009. p. 365-376 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 5783 LNAI).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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PY - 2009

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KW - Optimization under uncertainty

KW - Risk management

KW - Scenario generation

KW - Scenario optimization

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U2 - 10.1007/978-3-642-04428-1_32

DO - 10.1007/978-3-642-04428-1_32

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AN - SCOPUS:71549129551

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T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

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Hochreiter R. Algorithmic aspects of scenario-based multi-stage decision process optimization. In Algorithmic Decision Theory - First International Conference, ADT 2009, Proceedings. 2009. p. 365-376. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). doi: 10.1007/978-3-642-04428-1_32

Algorithmic aspects of scenario-based multi-stage decision process optimization

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