References
- CharnesACooperWWChance constrained programmingMngt Sci19595737910.1287/mnsc.6.1.73
- CharnesACooperWWDeterministic equivalents for optimizing and satisfying under chance constraintsOpns Res196311183910.1287/opre.11.1.18
- Charnes A, Cooper WW, Thompson GL (1965). Chance-constrained programming and related approaches to cost effectiveness. System Research Memorandum 123, Northwestern University: Illinois.
- ElmaghrabySESoewandiHYaoMChance-constrained programming in activity networks: A critical evaluationEur J Opns Res2001131144045810.1016/S0377-2217(00)00086-2
- GurgurCZLuxhojJTApplication of chance-constrained programming to capital rationing problems with asymmetrically distributed cash flows and available budgetEng Econ20034824125810.1080/00137910308965064
- HayesJWDual variables in pure capital rationing linear programming formulationEng Econ19893425526010.1080/00137918908902990
- HillierFSA basic model for capital rationing of risk investmentsEng Econ19721713010.1080/00137917108902697
- KeeneyRLRaiffaHDecisions with Multiple Objectives: Preferences and Value Tradeoffs1993
- KellePSequential investment planning based on stochastic modelEng Cost Prod Econ19871220520910.1016/0167-188X(87)90079-6
- NaslundBA model of capital budgeting under riskJ Bus19663925727110.1086/294851
- QuaddusMAAtkinsonDJLevyMAn application of decision conferencing to strategic planning for a voluntary organizationInterfaces199222617110.1287/inte.22.6.61
- SarperHCapital rationing under risk: A chance constrained approach using uniformly distributed cash flows and budgetsEng Econ199339497610.1080/00137919308903112
- SealeyCWFinancial planning with multiple objectivesFinanc Mngt197871723
- Steuer RE and Na P (2003). Multiple criteria decision making combined with finance: A categorized bibliographic study. Working Paper, Terry College of Business, University of Georgia, GA.
- VajdaSProbabilistic Programming1972
- WinterfeldtDEdwardsWDecision Analysis and Behavioral Research1986