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On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty

Laureano F. Escudero, María Araceli Garín, María Merino, Gloria Pérez. On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty. Comput. Manag. Science, 6(3):307-327, 2009. [doi]

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