Efficient solution concepts and their relations in stochastic multiobjective programming
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 1530339
- Satisfactory solution concepts and their relations for stochastic multiobjective programming problems
- Solution approaches for the multiobjective stochastic programming
- Stochastic approach versus multiobjective approach for obtaining efficient solutions in stochastic multiobjective programming problems
- Efficient solutions of a class of multiobjective programs
- Connections between different classes of solutions in multi-objective programming, with application to stochastic programming
- scientific article; zbMATH DE number 7116841
- Relations among efficient solutions in uncertain multiobjective programming
- Stochastic approximation method for solving the stochastic multiobjective programming problem
- scientific article; zbMATH DE number 124610
Cites work
- Distributional efficiency in multiobjective stochastic linear programming
- scientific article; zbMATH DE number 3883941 (Why is no real title available?)
- scientific article; zbMATH DE number 3936913 (Why is no real title available?)
- scientific article; zbMATH DE number 4010155 (Why is no real title available?)
- scientific article; zbMATH DE number 49086 (Why is no real title available?)
- scientific article; zbMATH DE number 1530339 (Why is no real title available?)
- scientific article; zbMATH DE number 222214 (Why is no real title available?)
- Pointwise Efficiency in Multiobjective Stochastic Linear Programming
- Statistical estimation from an optimization viewpoint
- Stochastic MOLP with Incomplete Information: An Interactive Approach with Recourse
- STRANGE: An interactive method for multi-objective linear programming under uncertainty
Cited in
(35)- ISTMO: An interval reference point-based method for stochastic multiobjective programming problems
- Equality constraints in multiobjective robust design optimization: Decision making problem
- An approach to find redundant objective function(s) and redundant constraint(s) in multi-objective nonlinear stochastic fractional programming problems
- Fuzzy decision making for multiobjective stochastic programming problems
- Relations among efficient solutions in uncertain multiobjective programming
- Satisfactory solution concepts and their relations for stochastic multiobjective programming problems
- A synchronous reference point-based interactive method for stochastic multiobjective programming
- A stochastic dynamic multiobjective model for sustainable decision making
- INTEREST: A reference-point-based interactive procedure for stochastic multiobjective programming problems
- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
- A general concept for solving linear multicriteria programming problems with crisp, fuzzy or stochastic values
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
- Application of stochastic programming technique to solve interval quadratic programming problem
- Proper Efficiency and Tradeoffs in Multiple Criteria and Stochastic Optimization
- Interactive fuzzy programming based on fractile criterion optimization model for two-level stochastic linear programming problems
- A remark on multiobjective stochastic optimization via strongly convex functions
- Value of information in portfolio selection, with a Taiwan stock market application illustration
- Connections between different classes of solutions in multi-objective programming, with application to stochastic programming
- Hierarchical stochastic metamodels based on moving least squares and polynomial chaos expansion: application to the multiobjective reliability-based optimization of space truss structures
- Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations
- Solution approaches for the multiobjective stochastic programming
- An interactive fuzzy satisficing method based on variance minimization under expectation constraints for multiobjective stochastic linear programming problems
- Pointwise Efficiency in Multiobjective Stochastic Linear Programming
- scientific article; zbMATH DE number 1530339 (Why is no real title available?)
- scientific article; zbMATH DE number 7116841 (Why is no real title available?)
- Goal programming models for managerial strategic decision making
- Relationship between -efficient solution and minimum risk efficient solution for uncertain multi-objective problem
- IDENTIFICATION OF REDUNDANT OBJECTIVE FUNCTIONS IN MULTI-OBJECTIVE STOCHASTIC FRACTIONAL PROGRAMMING PROBLEMS
- Stochastic approach versus multiobjective approach for obtaining efficient solutions in stochastic multiobjective programming problems
- Stochastic multiobjective optimization: Sample average approximation and applications
- Multiobjective robust optimization framework based on first and second order Taylor expansion applied to a vehicle suspension design
- An analytical derivation of properly efficient sets in multi-objective portfolio selection
- Solving nonlinear interval optimization problem using stochastic programming technique
- Computation of efficient compromise arcs in convex quadratic multicriteria optimization
- A generalized stochastic goal programming model
This page was built for publication: Efficient solution concepts and their relations in stochastic multiobjective programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5947263)