An approximate solution approach for a scenario-based capital budgeting model
DOI10.1007/S10287-009-0117-4zbMATH Open1194.90048OpenAlexW2144690829MaRDI QIDQ993706FDOQ993706
Authors: Anabela Costa, José M. P. Paixão
Publication date: 20 September 2010
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-009-0117-4
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Cites Work
- Generalized Lagrange Multiplier Method for Solving Problems of Optimum Allocation of Resources
- Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming
- On the Solution of Discrete Programming Problems
- An exact algorithm for large unbounded knapsack problems
- Strategic financial management in a multinational financial conglomerate: A multiple goal stochastic programming approach
- A Simplified Algorithm for Obtaining Approximate Solutions to Zero-One Programming Problems
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