Pages that link to "Item:Q6160193"

The following pages link to Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization (Q6160193):

Displaying 9 items.

• A coradiant based scalarization to characterize approximate solutions of vector optimization problems with variable ordering structures (Q1727958) (← links)
• A branch-and-bound based heuristic algorithm for convex multi-objective MINLPs (Q1753510) (← links)
• Combined forecasts in portfolio optimization: a generalized approach (Q1762047) (← links)
• Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663) (← links)
• Comparison of some scalarization methods in multiobjective optimization (Q2272601) (← links)
• Existence and characterization theorems in nonconvex vector optimization (Q2350078) (← links)
• A conic scalarization method in multi-objective optimization (Q2392759) (← links)
• Conic scalarization approach to solve multi-choice multi-objective transportation problem with interval goal (Q2399341) (← links)
• The efficacy of utility functions for multicriteria hospital case‐mix planning (Q6187241) (← links)