Capital rationing problems under uncertainty and risk

DOI10.1007/s10589-010-9390-yzbMath1241.90064OpenAlexW2062918869MaRDI QIDQ429488

Maria Elena Bruni, Antonio Violi, Patrizia Beraldi

Publication date: 19 June 2012

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-010-9390-y

zbMATH Keywords

stochastic programmingbranch and boundrisk managementcapital rationing

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Management decision making, including multiple objectives (90B50)

Related Items (6)

The mixed capacitated general routing problem under uncertainty ⋮ Chance-Constrained Binary Packing Problems ⋮ Cutting and packing problems under uncertainty: literature review and classification framework ⋮ Capital rationing problems under uncertainty and risk ⋮ Water distribution networks design under uncertainty ⋮ The risk-averse traveling repairman problem with profits

Uses Software

• CPLEX
• AIMMS

Cites Work

• Capital rationing problems under uncertainty and risk
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• On consistency of stochastic dominance and mean-semideviation models

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