A sparse enhanced indexation model with chance and cardinality constraints (Q683716)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sparse enhanced indexation model with chance and cardinality constraints |
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A sparse enhanced indexation model with chance and cardinality constraints (English)
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9 February 2018
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enhanced indexation
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chance constraint
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mixed integer programming
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distributionally robust approach
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