A sparse enhanced indexation model with chance and cardinality constraints (Q683716)
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scientific article; zbMATH DE number 6836550
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| English | A sparse enhanced indexation model with chance and cardinality constraints |
scientific article; zbMATH DE number 6836550 |
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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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0.8311476
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0.82691795
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0.8218909
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0.8218049
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0.81728506
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0.81698895
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