Two-stage problem of quantile optimization of an investment project
type: Item
instance of: scholarly article
title: Two-stage problem of quantile optimization of an investment project
zbMATH Open document ID: 1308.91179
DOI: 10.1134/S106423071002005X
author: A. V. Naumov
published in: Journal of Computer and Systems Sciences International
publication date: 2015-03-23T00:00:00Z
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 49N90
zbMATH DE Number: 6418129
MaRDI profile type: Publication
cites work: Guaranteeing solutions of the quadratic programming problem with inexactly assigned parameters and their applications in the investment process
cites work: Introduction to Stochastic Programming
cites work: Q4339054
cites work: A two-stage problem of quantile optimization of a hospital budget
cites work: A two-stage quantile linear programming problem
full work available at URL: s106423071002005x
OpenAlex ID: W1974744083
description: scientific article; zbMATH DE number 6418129