Pages that link to "Item:Q1427556"
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The following pages link to PROMISE/scenarios: an interactive method for multiobjective stochastic linear programming under partial uncertainty. (Q1427556):
Displaying 19 items.
- Interactive procedure for a multiobjective stochastic discrete dynamic problem (Q377737) (← links)
- Solution approaches for the multiobjective stochastic programming (Q421694) (← links)
- An interactive fuzzy satisficing method based on variance minimization under expectation constraints for multiobjective stochastic linear programming problems (Q422416) (← links)
- On sufficiency and duality for a class of interval-valued programming problems (Q426946) (← links)
- Coupling input-output analysis with multiobjective linear programming models for the study of economy-energy-environment-social (E3S) trade-offs: a review (Q513089) (← links)
- A biobjective chance constrained optimization model to evaluate the economic and environmental impacts of biopower supply chains (Q828845) (← links)
- Aspiration level approach in stochastic MCDM problems (Q857294) (← links)
- Multiple objective linear programming models with interval coefficients -- an illustrated overview (Q877639) (← links)
- An interactive satisficing method based on alternative tolerance for fuzzy multiple objective optimization (Q965686) (← links)
- ISTMO: An interval reference point-based method for stochastic multiobjective programming problems (Q1011253) (← links)
- A compromise solution for the multiobjective stochastic linear programming under partial uncertainty (Q1038376) (← links)
- Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach (Q1615957) (← links)
- On optimality conditions and duality for non-differentiable interval-valued programming problems with the generalized \((F, \rho)\)-convexity (Q1717000) (← links)
- A synchronous reference point-based interactive method for stochastic multiobjective programming (Q1929956) (← links)
- Stochastic efficiency and inefficiency in portfolio optimization with incomplete information: a set-valued probability approach (Q2150771) (← links)
- INTEREST: A reference-point-based interactive procedure for stochastic multiobjective programming problems (Q2267385) (← links)
- Interactive multiobjective optimization with NIMBUS for decision making under uncertainty (Q2454351) (← links)
- INTERACTIVE FUZZY PROGRAMMING BASED ON FRACTILE CRITERION OPTIMIZATION MODEL FOR TWO-LEVEL STOCHASTIC LINEAR PROGRAMMING PROBLEMS (Q3012766) (← links)
- Bi-objective mean–variance method based on Chebyshev inequality bounds for multi-objective stochastic problems (Q4634316) (← links)
