Biconvex Models and Algorithms for Risk Management Problems

This paper deals with the risk management problem of determining an optimal mix of available strategies for attenuating accident probabilities as well as the ensuing consequences of harmful events, so as to minimize the total risk associated with a given set of risky activities, subject to budgetary...

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Bibliographic Details
Published in:	American journal of mathematical and management sciences Vol. 14; no. 3-4; pp. 197 - 228
Main Authors:	Sherali, Hanif D., Alameddine, Amine, Glickman, Theodore S.
Format:	Journal Article
Language:	English
Published:	Taylor & Francis 01.02.1994
Subjects:	biconvex programming mathematical models non-convex programming outer-linearization risk management
ISSN:	0196-6324, 2325-8454
Online Access:	Get full text
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