Pages that link to "Item:Q1390240"
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The following pages link to Minimax regret solution to linear programming problems with an interval objective function (Q1390240):
Displayed 8 items.
- Multiple objective linear programming models with interval coefficients -- an illustrated overview (Q877639) (← links)
- Portfolio selection under independent possibilistic information (Q1582676) (← links)
- Robust optimization under softness in a fuzzy linear programming problem (Q1817996) (← links)
- A heuristic to minimax absolute regret for linear programs with interval objective function coefficients (Q1847156) (← links)
- On the complexity of minmax regret linear programming (Q1887882) (← links)
- Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem (Q1971864) (← links)
- The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions (Q2378449) (← links)
- An interval portfolio selection problem based on regret function (Q2572835) (← links)