On solving an optimization problem with interval coefficients

DOI10.1007/978-3-319-68640-0_4MaRDI QIDQ1797535zbMATH OpenOpenAlexFDO

Authors Andrii Bryla

Publication date 22 October 2018

Full work available at URL https://doi.org/10.1007/978-3-319-68640-0_4

zbMATH Keywords

decision makinglinear optimizationinterval coefficientlexicographical optimization

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Linear programming (90C05) Nonconvex programming, global optimization (90C26)

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Cited in

(8)

• Pricing European call options with interval-valued volatility and interest rate
• On reduction of interval decision-making problems
• Solution of linear optimization models with interval coefficients in the objective function using multiobjective programming
• Efficient solution of interval optimization problem
• Solving minimax problems by interval methods
• Goal programming problems with interval coefficients and target intervals
• Linear programming problem with interval coefficients and an interpretation for its constraints
• A modification of a solution concept of the linear programming problem with interval coefficients in the constraints

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