Work

A Linear Approximation for Chance-Constrained Programming

Year: 1987

Type: article

Source: Journal of the Operational Research Society

DOI: 10.1057/jors.1987.42

Authors: David L. Olson, Scott R. Swenseth

Institution: Texas A&M University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2012862353

FWCI: 2.417

Cites: 15

Cited by: 47

Related to: 10