Stochastic goal programming: A mean-variance approach

DOI10.1016/S0377-2217(00)00084-9zbMath0980.90058MaRDI QIDQ5935381

Enrique Ballestero

Publication date: 26 June 2001

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

mean-variance minimisationstochastic goal programming

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15)

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Cites Work

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• Goal programming for decision making: An overview of the current state-of-the-art
• Chance-Constrained Programming
• Comparison of Alternative Utility Functions in Portfolio Selection Problems
• A Chance-Constrained Goal Programming Model for Capital Budgeting
• An Interactive Programming Method for Solving the Multiple Criteria Problem
• Utility Functions: A Compromise Programming Approach to Specification and Optimization
• Risk Aversion in the Small and in the Large
• A Stochastic Approach to Goal Programming
• An Interactive Approach for Multi-Criterion Optimization, with an Application to the Operation of an Academic Department

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