Stochastic programming for vendor portfolio selection and order allocation under delivery uncertainty.

Chia-Yen Lee Chen-Fu Chien

Published in: OR Spectr. (2014)

Keyphrases

robust optimization
portfolio selection
stochastic programming
multistage stochastic
chance constrained
long term
multistage
portfolio optimization
computational complexity
linear program
mathematical programming
optimal portfolio
artificial intelligence
evolutionary algorithm