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The Engineering Economist
A Journal Devoted to the Problems of Capital Investment
Volume 48, 2003 - Issue 3
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ARTICLES

APPLICATION OF CHANCE-CONSTRAINED PROGRAMMING TO CAPITAL RATIONING PROBLEMS WITH ASYMMETRICALLY DISTRIBUTED CASH FLOWS AND AVAILABLE BUDGET

CIGDEM Z. GURGUR Colorado School of Mines
&
JAMES T. LUXHOJ Rutgers University
Pages 241-258 | Published online: 31 May 2007

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Xiuqin Wang, Bing Wang, Yantao Xu & Lanmin Shi. (2021) A chance constrained programming method to determine optimal capital structure for privatized infrastructure. Construction Management and Economics 39:7, pages 579-594.
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Hüseyin Sarper, Paul Chacon, Musa Demirtaş, Igor Melnykov, Gökçe Palak & Jane M. Fraser. (2018) Distribution of the internal and external rates of return in a partially stochastic oil pump problem. The Engineering Economist 63:4, pages 343-362.
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Abebe Geletu, Michael Klöppel, Hui Zhang & Pu Li. (2013) Advances and applications of chance-constrained approaches to systems optimisation under uncertainty. International Journal of Systems Science 44:7, pages 1209-1232.
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EmmanuelA. Donkor & Michael Duffey. (2013) Optimal Capital Structure and Financial Risk of Project Finance Investments: A Simulation Optimization Model With Chance Constraints. The Engineering Economist 58:1, pages 19-34.
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C Gurgur. (2009) Optimal project portfolio selection with carryover constraint. Journal of the Operational Research Society 60:12, pages 1649-1657.
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CigdemZ. Gurgur. (2009) Mid-Cycle Capital Planning Optimization. The Engineering Economist 54:3, pages 250-265.
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Aman Khan. (2008) Capital Budgeting Under Capital Rationing: An Analytical Overview of Optimization Models for Government. International Journal of Public Administration 31:2, pages 168-194.
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Articles from other publishers (12)

Fengmin Xu, Meihua Wang, Yu-Hong Dai & Dachuan Xu. (2017) A sparse enhanced indexation model with chance and cardinality constraints. Journal of Global Optimization 70:1, pages 5-25.
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Mehmet Yılmaz & Nihan Potas. 2018. Chaos, Complexity and Leadership 2016. Chaos, Complexity and Leadership 2016 1 21 .
Arash Noshadravan, Gabrielle Gaustad, Randolph Kirchain & Elsa Olivetti. (2016) Operational Strategies for Increasing Secondary Materials in Metals Production Under Uncertainty. Journal of Sustainable Metallurgy 3:2, pages 350-361.
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Xingmei Li, Zhiming Zhong, Youzhong Zhang & Yaxian Wang. (2017) Uncertain mean-variance model for project portfolio selection problem with divisibility. Journal of Intelligent & Fuzzy Systems 32:6, pages 4513-4522.
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Ran Wang, Yin Li & Qian Tan. (2014) A review of inexact optimization modeling and its application to integrated water resources management. Frontiers of Earth Science 9:1, pages 51-64.
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Alexander Kogan & Miguel A. Lejeune. (2013) Threshold Boolean form for joint probabilistic constraints with random technology matrix. Mathematical Programming 147:1-2, pages 391-427.
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Cigdem Z. Gurgur. (2013) Healthcare Product Procurement in Dual Supplied Systems. IFAC Proceedings Volumes 46:9, pages 1650-1655.
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Yong Zeng, Yanpeng Cai, Guohe Huang & Jing Dai. (2011) A Review on Optimization Modeling of Energy Systems Planning and GHG Emission Mitigation under Uncertainty. Energies 4:10, pages 1624-1656.
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M. Kloppel, A. Geletu, A. Hoffmann & P. Li. (2010) Evaluating integration approaches to robust process optimization and control using chance constrained programming. Evaluating integration approaches to robust process optimization and control using chance constrained programming.
Zohar Laslo, Gregory Gurevich & Baruch Keren. (2009) Economic distribution of budget among producers for fulfilling orders under delivery chance constraints. International Journal of Production Economics 122:2, pages 656-662.
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Cigdem Z. Gurgur & Charles T. Morley. (2008) Lockheed Martin Space Systems Company Optimizes Infrastructure Project-Portfolio Selection. Interfaces 38:4, pages 251-262.
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Parag C. Pendharkar & James A. Rodger. (2006) Information technology capital budgeting using a knapsack problem. International Transactions in Operational Research 13:4, pages 333-351.
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