STOCHASTIC LINEAR KNAPSACK PROGRAMMING PROBLEM AND ITS APPLICATION TO A PORTFOLIO SELECTION PROBLEM

被引：9
|
作者：
MORITA, H [1 ]
ISHII, H [1 ]
NISHIDA, T [1 ]
机构：
[1] OSAKA UNIV,FAC ENGN,DEPT APPL PHYS,OSAKA,OSAKA 565,JAPAN
来源：
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 1989年 / 40卷 / 03期
关键词：
D O I：
10.1016/0377-2217(89)90425-6
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
引用
收藏
页码：329 / 336
页数：8
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