Parametric multi-attribute utility functions for optimal profit under risk constraints
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Volume (Year): 72 (2012)
Issue (Month): 2 (February)
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- Aharon Ben-Tal & Marc Teboulle, 1986. "Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming," Management Science, INFORMS, vol. 32(11), pages 1445-1466, November.
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