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Stochastic programming: potential hazards when random variables reflect market interaction

Research output: Contribution to Journal/Magazine › Journal article › peer-review

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Stochastic programming: potential hazards when random variables reflect market interaction. / Haugen, Kjetil K; Wallace, Stein W.
In: Annals of Operations Research, Vol. 142, No. 1, 02.2006, p. 121-127.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Haugen, KK & Wallace, SW 2006, 'Stochastic programming: potential hazards when random variables reflect market interaction', Annals of Operations Research, vol. 142, no. 1, pp. 121-127. https://doi.org/10.1007/s10479-006-6164-0

APA

Haugen, K. K., & Wallace, S. W. (2006). Stochastic programming: potential hazards when random variables reflect market interaction. Annals of Operations Research, 142(1), 121-127. https://doi.org/10.1007/s10479-006-6164-0

Vancouver

Haugen KK, Wallace SW. Stochastic programming: potential hazards when random variables reflect market interaction. Annals of Operations Research. 2006 Feb;142(1):121-127. doi: 10.1007/s10479-006-6164-0

Author

Haugen, Kjetil K ; Wallace, Stein W. / Stochastic programming : potential hazards when random variables reflect market interaction. In: Annals of Operations Research. 2006 ; Vol. 142, No. 1. pp. 121-127.

Bibtex

@article{319f1d5e045f40cda70f23732d4d836b,
title = "Stochastic programming: potential hazards when random variables reflect market interaction",
keywords = "Stochastic programming, Game theory , Markets",
author = "Haugen, {Kjetil K} and Wallace, {Stein W}",
year = "2006",
month = feb,
doi = "10.1007/s10479-006-6164-0",
language = "English",
volume = "142",
pages = "121--127",
journal = "Annals of Operations Research",
issn = "0254-5330",
publisher = "Springer",
number = "1",

}

RIS

TY - JOUR

T1 - Stochastic programming

T2 - potential hazards when random variables reflect market interaction

AU - Haugen, Kjetil K

AU - Wallace, Stein W

PY - 2006/2

Y1 - 2006/2

KW - Stochastic programming

KW - Game theory

KW - Markets

U2 - 10.1007/s10479-006-6164-0

DO - 10.1007/s10479-006-6164-0

M3 - Journal article

VL - 142

SP - 121

EP - 127

JO - Annals of Operations Research

JF - Annals of Operations Research

SN - 0254-5330

IS - 1

ER -