In this paper, we develop a new optimization model for capital rationing with uncertain project returns. Our model maximizes the probability of meeting a pre-defined target return by selecting a feasible set of projects subject to budget constraints in multiple time periods. We employ a...

Linear programming / Katta G. Murty -- Nonlinear programming / Theodore B. Trafalis and Robin C. Gilbert -- Integer programming / Michael Weng -- Network optimization / Mehmet Bayram Yildirim -- Multiple criteria decision making / Abu S.M. Masud and A. Ravi Ravindran -- Decision analysis / Cerry...

Preface -- Stream I: Continuous Optimization and Control -- Stream II: Discrete Optimization, Graphs and Networks -- Stream III: Decision Analysis, Decision Support -- Stream IV: Energy, Environment and Climate -- Stream V: Financial Modeling, Risk Management, Banking -- Stream VI: Game Theory,...