Uniform quasi-concavity in probabilistic constrained stochastic programming

DOI10.1016/j.orl.2011.03.007zbMath1219.90114MaRDI QIDQ635508

Munevver Mine Subasi, Kunikazu Yoda, Prékopa, András

Publication date: 19 August 2011

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2011.03.007

zbMATH Keywords

stochastic programming; quasi-concavity; probabilistic constraint; portfolio construction

Mathematics Subject Classification ID

90C15: Stochastic programming

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