Uniform quasi-concavity in probabilistic constrained stochastic programming
type: Item
instance of: scholarly article
title: Uniform quasi-concavity in probabilistic constrained stochastic programming
zbMATH Open document ID: 1219.90114
author: Kunikazu Yoda
author: Munevver Mine Subasi
author: András Prékopa
published in: Operations Research Letters
publication date: 2011-08-19T00:00:00Z
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 5941231
zbMATH Keywords: stochastic programming
zbMATH Keywords: quasi-concavity
zbMATH Keywords: probabilistic constraint
zbMATH Keywords: portfolio construction
MaRDI profile type: Publication
full work available at URL: j.orl.2011.03.007
OpenAlex ID: W2057785395
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DOI: 10.1016/J.ORL.2011.03.007
description: scientific article; zbMATH DE number 5941231