Procurement risk management using commodity futures : a multistage stochastic programming approach

2006 ◽  
Author(s):  
Yihua Xu
Keyword(s):  
Risk Management ◽  
Stochastic Programming ◽  
Commodity Futures ◽  
Programming Approach ◽  
Multistage Stochastic Programming ◽  
Procurement Risk

A multistage stochastic programming approach for capital budgeting problems under uncertainty

2012 ◽  
Vol 24 (1) ◽  
pp. 89-110 ◽  
Author(s):  
P. Beraldi ◽  
A. Violi ◽  
F. De Simone ◽  
M. Costabile ◽  
I. Massabo ◽  
...  
Keyword(s):  
Stochastic Programming ◽  
Capital Budgeting ◽  
Programming Approach ◽  
Multistage Stochastic Programming
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