A New Model for Stochastic Linear Programming
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(7)- Multi-objective probabilistically constrained programs with variable risk: models for multi-portfolio financial optimization
- An experimental sequential solution procedure to stochastic linear programming problems with 0–1 variables
- Using integer programming for balancing return and risk in problems with individual chance constraints
- An experimental solution of the general stochastic programming problem
- Building load control using distributionally robust chance-constrained programs with right-hand side uncertainty and the risk-adjustable variants
- Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
- Integer programming approaches for distributionally robust chance constraints with adjustable risks
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