Using integer programming for balancing return and risk in problems with individual chance constraints (Q342012)

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scientific article; zbMATH DE number 6654013
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    Using integer programming for balancing return and risk in problems with individual chance constraints
    scientific article; zbMATH DE number 6654013

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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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