Distributional efficiency in multiobjective stochastic linear programming

DOI10.1016/0377-2217(94)00037-DzbMATH Open0912.90226OpenAlexW2050322553MaRDI QIDQ1127138FDOQ1127138

Authors: S. H. Smith 

Publication date: 25 May 1999

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(94)00037-d

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zbMATH Keywords

distributional efficiencymultiobjective stochastic linear programming

Mathematics Subject Classification ID

Linear programming (90C05) Multi-objective and goal programming (90C29) Stochastic programming (90C15)

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Cited In (11)

• A provably convergent heuristic for stochastic bicriteria integer programming
• Multi-objective stochastic programming for portfolio selection
• Robust generalized Merton-type financial portfolio models with generalized utility
• Title not available (Why is that?)
• Portfolio selection problems with random fuzzy variable returns
• Probability maximization models for portfolio selection under ambiguity
• Solution approaches for the multiobjective stochastic programming
• Efficient solution concepts and their relations in stochastic multiobjective programming
• Multi-objective stochastic linear programming problem when \(b_i\)'s follow Weibull distribution
• Robust multicriteria risk-averse stochastic programming models
• Pointwise Efficiency in Multiobjective Stochastic Linear Programming

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