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A gradient algorithm for chance constrained nonlinear goal programming
Authors:Sang M Lee  David L Olson
Institution:Department of Management, University of Nebraska-Lincoln, Lincoln, NE 68588-0400, U.S.A.;Department of Business Analysis, Texas A & M University, College Station, TX 77843, U.S.A.
Abstract:
Keywords:Probabilistic programming  goal programming  chance constrained programming  gradient methods
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