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Distributionally robust fuzzy project portfolio optimization problem with interactive returns

Ying Liu^a✉, Yian-Kui Liu^a✉

^aRisk Management & Financial Engineering Laboratory, College of Management, Hebei University, Baoding 071002, China
✉Corresponding author

Applied Soft Computing Elsevier BV2016-09-17 52 citations33 references

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TL;DRA novel parametric credibilistic optimization method is developed for project portfolio selection problem according to the structural characteristics of variable parametric possibility distributions, and it is turned into its equivalent nonlinear mixed-integer programming models. (Semantic Scholar)

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Distributionally robust fuzzy project portfolio optimization problem with interactive returns

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