Stochastic linear knapsack programming problem and its application to a portfolio selection problem
| Year of publication: |
1989
|
|---|---|
| Authors: | Morita, Hiroshi ; Ishii, Hiroaki ; Nishida, Toshio |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 40.1989, 3, p. 329-336
|
| Publisher: |
Elsevier |