Pages that link to "Item:Q421694"

The following pages link to Solution approaches for the multiobjective stochastic programming (Q421694):

Displaying 28 items.

• A remark on multiobjective stochastic optimization via strongly convex functions (Q314598) (← links)
• A biobjective chance constrained optimization model to evaluate the economic and environmental impacts of biopower supply chains (Q828845) (← links)
• Robustness of weighted goal programming models: an analytical measure and its application to offshore wind-farm site selection in United Kingdom (Q1615936) (← links)
• Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models (Q1615963) (← links)
• Multi-choice probabilistic linear programming problem (Q1684324) (← links)
• Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
• A multicriteria optimization model for sustainable forest management under climate change uncertainty: an application in Portugal (Q1744484) (← links)
• Relations among efficient solutions in uncertain multiobjective programming (Q1794970) (← links)
• Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
• Bi-objective facility location under uncertainty with an application in last-mile disaster relief (Q2108809) (← links)
• Optimization models for integrated biorefinery operations (Q2119749) (← links)
• Multiobjective two-level simple recourse programming problems with discrete random variables (Q2139165) (← links)
• Pareto uncertainty index for evaluating and comparing solutions for stochastic multiple objective problems (Q2178088) (← links)
• A stochastic dynamic multiobjective model for sustainable decision making (Q2212285) (← links)
• Pareto solutions in multicriteria optimization under uncertainty (Q2333011) (← links)
• Intuitionistic fuzzy optimization technique for Pareto optimal solution of manufacturing inventory models with shortages (Q2355085) (← links)
• A multiple stochastic goal programming approach for the agent portfolio selection problem (Q2404340) (← links)
• A chance constrained recourse approach for the portfolio selection problem (Q2404345) (← links)
• A recourse goal programming approach for airport bus routing problem (Q2404354) (← links)
• A multi-level Taguchi-factorial two-stage stochastic programming approach for characterization of parameter uncertainties and their interactions: an application to water resources management (Q2629666) (← links)
• Bi-objective mean–variance method based on Chebyshev inequality bounds for multi-objective stochastic problems (Q4634316) (← links)
• (Q4969260) (← links)
• Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337) (← links)
• Stochastic multi-objective optimization: a survey on non-scalarizing methods (Q5963107) (← links)
• A stochastic biomass blending problem in decentralized supply chains (Q6076480) (← links)
• A Recourse Goal Programming Approach for the Portfolio Selection Problem (Q6102762) (← links)
• Convergence rates of the stochastic alternating algorithm for bi-objective optimization (Q6108978) (← links)
• Robust generalized Merton-type financial portfolio models with generalized utility (Q6148775) (← links)