Using integer programming for balancing return and risk in problems with individual chance constraints (Q342012)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using integer programming for balancing return and risk in problems with individual chance constraints |
scientific article |
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Using integer programming for balancing return and risk in problems with individual chance constraints (English)
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17 November 2016
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chance-constrained programming
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risk management
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mixed-integer programming
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minimum cost flow
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network capacity design
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