The following pages link to Enrique Ballestero (Q184524):
Displayed 30 items.
- Compromise programming: a utility-based linear-quadratic composite metric from the trade-off between achievement and balanced (non-corner) solutions (Q884060) (← links)
- Measuring efficiency by a single price system (Q1125104) (← links)
- A theorem connecting utility function optimization and compromise programming (Q1180825) (← links)
- Selecting the CP metric: A risk aversion approach (Q1278661) (← links)
- Weighting in compromise programming: A theorem on shadow prices (Q1316102) (← links)
- Utility optimization when the utility function is virtually unknown (Q1332718) (← links)
- Objective measurement of efficiency: applying single price model to rank hospital activities. (Q1427093) (← links)
- (Q2872751) (← links)
- Cleaning versus replacement in power plant air preheaters: a comparison between deterministic and stochastic goal programming models (Q3074949) (← links)
- Project finance: a multi-criteria approach to arbitration (Q3156470) (← links)
- Approximating the optimum portfolio for an investor with particular preferences (Q3157766) (← links)
- A decision approach to competitive electronic sealed-bid auctions for land (Q3182666) (← links)
- (Q3552407) (← links)
- Utility Functions: A Compromise Programming Approach to Specification and Optimization (Q4368581) (← links)
- COMPROMISE-BASED APPROACH TO ROAD PROJECT SELECTION IN MADRID METROPOLITAN AREA (Q4407206) (← links)
- (Q4514800) (← links)
- Portfolio selection on the Madrid Exchange: a compromise programming model (Q4806912) (← links)
- (Q4839019) (← links)
- Economic optimization by compromise programming: The joint production model (Q4860736) (← links)
- (Q4887329) (← links)
- Joint production model: A note on a connection between market prices and CP anchor values (Q4896388) (← links)
- (Q5447002) (← links)
- Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection (Q5460659) (← links)
- RANKING ALTERNATIVES FROM THE DECISION MAKER'S PREFERENCES : AN APPROACH BASED ON UTILITY AND THE NOTION OF MARGINAL ACTION (Q5476230) (← links)
- Portfolio Selection: A Compromise Programming Solution (Q5690274) (← links)
- (Q5692974) (← links)
- Stochastic goal programming: A mean-variance approach (Q5935381) (← links)
- Using Stochastic Goal Programming: Some Applications to Management and a Case of Industrial Production (Q6039446) (← links)
- Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas (Q6160196) (← links)
- Portfolio Selection with Multiple Time Horizons: A Mean Variance—Stochastic Goal Programming Approach (Q6160277) (← links)