Hi S-PLUS users!
Thanks in advance.
I am using S-PLUS 7.0 for Windows (Enterprise Developer).
I am using nuopt module of S-PLUS for Multistage Stochastic Programming. This
has reference to the Code 2.9 Stochastic Multiperiod Optimization of the book
?Introduction to Modern Portfolio Optimization? by Scherer and Martin.
May I request you to help me to understand the solution coming out of it:
I am looking for the interpretation of w.eq, w.bd, upper and lower.
Any further reference on Multistage Stochastic Programming is highly
appreciated.
Thanks,
Debabrata Midya
NSW Department of Commerce
Policy Support Services
Level 11
McKell Building
2-24 Rawson Place
Sydney NSW 2000
Australia
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