An exact decomposition algorithm for a chance-constrained new product risk model
Belleh Fontem, Burcu Keskin, Sharif Melouk, Carley Vaughn
| Year of publication: |
2019
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|---|---|
| Authors: | Fontem, Belleh ; Keskin, Burcu ; Melouk, Sharif ; Vaughn, Carley |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 47.2019, 4, p. 250-256
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| Subject: | Chance-constrained optimization | Risk management | Second-order cone programming | Chebyshev's inequality | Decomposition algorithm | Mathematische Optimierung | Mathematical programming | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Risikomanagement | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2019.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012103259