An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models (Q515750): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 90C90 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6695719 / rank | |||
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chance constraint | |||
| Property / zbMATH Keywords: chance constraint / rank | |||
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portfolio selection | |||
| Property / zbMATH Keywords: portfolio selection / rank | |||
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uncertain variable | |||
| Property / zbMATH Keywords: uncertain variable / rank | |||
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crisp equivalent programming | |||
| Property / zbMATH Keywords: crisp equivalent programming / rank | |||
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neural network | |||
| Property / zbMATH Keywords: neural network / rank | |||
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Revision as of 04:05, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models |
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An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models (English)
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16 March 2017
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chance constraint
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portfolio selection
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uncertain variable
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crisp equivalent programming
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neural network
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