Work

Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case

Year: 1988

Type: article

Source: Mathematics of Operations Research

DOI: 10.1287/moor.13.3.377

Author: Karl Frauendorfer

Institutions: University of Zurich, Institute for Operations Research

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: W2165543410

FWCI: 5.637

Cites: 9

Cited by: 90

Related to: 10