Application of chance-constrained programming to capital rationing problems with asymmetrically distributed cash flows and available budget

Engineering Economist

Volumn 48, Issue 3, 2003, Pages 241-258

  Gurgur, Cigdem Z ^a   Luxhoj, James T ^b  

^a Department of Geology and Geological Engineering   (United States)

^b DEPARTMENT OF INDUSTRIAL AND SYSTEMS ENGINEERING   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMMETRIC DISTRIBUTION; BEST PROJECTS; BUDGET CONSTRAINT; CASH OUTFLOW; CHANCE-CONSTRAINED PROGRAMMING; DISTRIBUTED RANDOM VARIABLES; PURE CAPITAL RATIONING; SYMMETRIC DISTRIBUTIONS;

COMPUTER PROGRAMMING; NORMAL DISTRIBUTION; RANDOM VARIABLES;

BUDGET CONTROL;

EID: 39049151926     PISSN: 0013791X     EISSN: 15472701     Source Type: Journal    
DOI: 10.1080/00137910308965064     Document Type: Article

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