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Credibilistic multi-period portfolio optimization model with bankruptcy control and affine recourse.
Yong-Jun Liu
Wei-Guo Zhang
Qun Zhang
Published in:
Appl. Soft Comput. (2016)
Keyphrases
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optimization model
multi period
optimization process
production planning
planning horizon
decision making
control system
facility location problem
lot sizing
probabilistic model
special case
decision makers
control strategy
multi item