Pages that link to "Item:Q5963107"
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The following pages link to Stochastic multi-objective optimization: a survey on non-scalarizing methods (Q5963107):
Displayed 23 items.
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
- A remark on multiobjective stochastic optimization via strongly convex functions (Q314598) (← links)
- Bi-objective multi-mode project scheduling under risk aversion (Q319785) (← links)
- A biobjective chance constrained optimization model to evaluate the economic and environmental impacts of biopower supply chains (Q828845) (← links)
- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice (Q1615977) (← links)
- Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
- Whole blood or apheresis donations? A multi-objective stochastic optimization approach (Q1754076) (← links)
- Systemic risk and copula models (Q1787919) (← links)
- Adaptive racing ranking-based immune optimization approach solving multi-objective expected value programming (Q1797827) (← links)
- Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
- Incomplete risk-preference information in portfolio decision analysis (Q2079418) (← links)
- Bi-objective multistage stochastic linear programming (Q2097668) (← links)
- Bi-objective facility location under uncertainty with an application in last-mile disaster relief (Q2108809) (← links)
- Multiobjective two-level simple recourse programming problems with discrete random variables (Q2139165) (← links)
- LR-NIMBUS: an interactive algorithm for uncertain multiobjective optimization with lightly robust efficient solutions (Q2154456) (← links)
- Pareto uncertainty index for evaluating and comparing solutions for stochastic multiple objective problems (Q2178088) (← links)
- Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality (Q2284639) (← links)
- Can commodities dominate stock and bond portfolios? (Q2288932) (← links)
- A survey on kriging-based infill algorithms for multiobjective simulation optimization (Q2289950) (← links)
- Pareto solutions in multicriteria optimization under uncertainty (Q2333011) (← links)
- Bi-objective stochastic programming models for determining depot locations in disaster relief operations (Q2829153) (← links)
- Bi-objective mean–variance method based on Chebyshev inequality bounds for multi-objective stochastic problems (Q4634316) (← links)
- Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337) (← links)