An exact decomposition algorithm for a chance-constrained new product risk model
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Publication:2294311
DOI10.1016/j.orl.2019.04.001zbMath1476.90217OpenAlexW2937664243WikidataQ128086901 ScholiaQ128086901MaRDI QIDQ2294311
Carley Vaughn, Sharif H. Melouk, Burcu B. Keskin, Belleh A. Fontem
Publication date: 10 February 2020
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2019.04.001
Chebyshev's inequalityrisk managementsecond-order cone programmingdecomposition algorithmchance-constrained optimization
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Cites Work
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- Applications of second-order cone programming
- Robust solutions of uncertain linear programs
- Stochastic geometric optimization with joint probabilistic constraints
- Analysis of a chance-constrained new product risk model with multiple customer classes
- Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
- Theory and Applications of Robust Optimization
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