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    author
    Martin Branda
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    publication date
    26 June 2012
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    Mathematics Subject Classification ID
    93E12
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    62D05
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    91B30
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    zbMATH DE Number
    6050646
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    zbMATH Keywords
    chance constrained problems
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    penalty functions
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    asymptotic equivalence
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    sample approximation technique
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    investment problem
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