Multiple Objective Linear Programming with Parametric Criteria Coefficients

DOI10.1287/MNSC.31.4.461MaRDI QIDQ3028747zbMATH OpenOpenAlexFDO

Authors Harold P. Benson

Publication date 1985

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.31.4.461

zbMATH Keywords

multiple objective linear programmingparametric criteria coefficient

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31)

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(18)

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• Robust generalized Merton-type financial portfolio models with generalized utility
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• Linear optimization with multiple equitable criteria
• Some properties of multiple parameters linear programming
• The theory of linear parametrization of criteria in multicriteria optimization
• Hybrid approach for solving multiple-objective linear programs in outcome space
• On highly robust efficient solutions to uncertain multiobjective linear programs
• Sensitivity of Pareto solutions in multiobjective optimization
• Multi-agent dynamic financial portfolio management: a differential game approach
• Relating different approaches to solve linear programming problems with imprecise costs
• On solving parametric multiobjective quadratic programs with parameters in general locations
• Further analysis of an outcome set-based algorithm for multiple-objective linear programming
• scientific article; zbMATH DE number 3963588 (Why is no real title available?)
• Outcome space partition of the weight set in multiobjective linear programming
• Robust aspects of solutions in deterministic multiple objective linear programming

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