data set for open-loop solution for a stochastic problem

Citation Author(s):
Oscar
Salviano
Frederic
Andres
Submitted by:
Andres Frederic
Last updated:
Wed, 04/12/2023 - 13:02
DOI:
10.21227/dcy2-5776
Data Format:
*.csv ; *.xlsx
Research Article Link:
An open-loop solution for a stochastic problem with imperfect state information and chance-constraints
License:
Creative Commons Attribution
36 Views
Categories:
Financial
Keywords:
open-loop, stochastic
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Abstract 

dataset for An open-loop solution for a stochastic problem with imperfect state information and chance-constraints adjusted by an optimal gain.

Instructions: 

Please follow this document which contains the data used in the problem (attached pdf documents) and the routines used. The routines run on GNU Octave software, version 7.2.0 (configured for "x86_64-w64-mingw32")

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