Multiple-criteria decision making. Concepts, techniques, and extensions. With the assistance of Yoon-Ro Lee and Antonie Stam
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Management decision making, including multiple objectives (90B50) Decision theory (91B06) Individual preferences (91B08) Sensitivity, stability, parametric optimization (90C31) Utility theory (91B16) Decision theory for games (91A35) Other game-theoretic models (91A40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
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- Transformation and restructuring of linear multiobjective programs: A fundamental method to resolve complex problems
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- Lagrange multiplier rules for weak approximate Pareto solutions to constrained vector optimization problems with variable ordering structures
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- Assessing a new utility / cost function for multiattribute decision making
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- Multiple criteria decision support -- a review
- Utility optimization when the utility function is virtually unknown
- System modeling and optimization under vector-valued criteria
- Semiparametric sufficient efficiency conditions for multiobjective fractional programming problems containing arbitrary norms
- Continuity properties of solutions of vector optimization
- Necessary nondomination conditions in set and vector optimization with variable ordering structures
- Stochastic optimization over a Pareto set associated with a stochastic multi-objective optimization problem
- Optimal competence set expansion using deduction graphs
- Lagrange multipliers and saddle points in multiobjective programming
- Concepts for approximate solutions of vector optimization problems with variable order structures
- A geometrical analysis of the efficient outcome set in multiple objective convex programs with linear criterion functions
- An iterative method for solving the strong vector equilibrium problem with variable domination structure
- Outcome-based algorithm for optimizing over the efficient set of a bicriteria linear programming problem
- Semivectorial bilevel optimization on Riemannian manifolds
- A class of optimization problems over the efficient set of a multiple criteria nonlinear programming problem
- Compromise programming: a utility-based linear-quadratic composite metric from the trade-off between achievement and balanced (non-corner) solutions
- On the study of multistage stochastic vector quasi-variational problems
- Cone characterizations of approximate solutions in real vector optimization
- Comparative analysis of application efficiency of two iterative multi objective linear programming methods (MP method and STEM method)
- Optimality and mixed saddle point criteria in multiobjective optimization
- Dominance stochastic models in data envelopment analysis
- State-dependent weights in multicriteria value functions
- Weakly-efficient solutions of limiting multicriteria optimization problems
- A compromise solution for claims problems
- Generating equidistant representations in biobjective programming
- Geometric compromise programming: application in portfolio selection
- Selecting cash management models from a multiobjective perspective
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- Using efficient feasible directions in interactive multiple objective linear programming
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- Searching for joint gains in multi-party negotiations.
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- A new scalarization technique and new algorithms to generate Pareto fronts
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- FEMOEA: a fast and efficient multi-objective evolutionary algorithm
- Extremal systems for sets and multifunctions in multiobjective optimization with variable ordering structures
- Flexible contingency plans in optimal linear designs
- Axiomatizations of the Euclidean compromise solution
- Generalized convex duality for multiobjective fractional programs
- The hierarchical compromise programming
- Marginal analysis for competence set expansion
- A transportation model with multiple criteria and multiple constraint levels
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- Multiobjective linear programming model on injection oilfield recovery system
- Necessary optimality conditions for semi-vectorial bi-level optimization with convex lower level: theoretical results and applications to the quadratic case
- A gap between multiobjective optimization and scalar optimization
- The use of quasi-concave value functions in MCDM: some theoretical results
- A necessary and sufficient condition for minimizing a convex Fréchet differentiable function on a certain hyperplane.
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- On optimization over the efficient set in linear multicriteria programming
- Multiple-criterion control: A convex programming approach
- Measuring systems sustainability with multi-criteria methods: a critical review
- The compromise hypersphere for multiobjective linear programming
- Primal and dual algorithms for optimization over the efficient set
- A multicriteria approach to model specification and estimation
- Necessary conditions for nonlinear suboptimization over the weakly- efficient set
- Solving multiobjective optimisation problems using genetic algorithms and solutions concepts of cooperative games
- Generating efficient outcome points for convex multiobjective programming problems and its application to convex multiplicative programming
- A first bibliography on set and vector optimization problems with respect to variable domination structures
- Assessing priority weights from subsets of pairwise comparisons in multiple criteria optimization problems
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- An upper bound on properly efficient solutions in multiobjective optimization
- A new kind of inner superefficient points
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- Solving a multiobjective possibilistic problem through compromise programming
- Effective Decision Making in Changeable Spaces, Covering and Discovering Processes: A Habitual Domain Approach
- Higher-order parameter-free sufficient optimality conditions in discrete minmax fractional programming
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- Solving multiple-objective problems in the objective space
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- Vector optimization problems with generalized functional constraints in variable ordering structure setting
- Application of the stochastic fractal search algorithm and compromise programming to combined heat and power economic–emission dispatch
- An interior-point approach for solving MC\(^2\) linear programming problems
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