Multi-objective optimization using statistical models

Weighted-additive fuzzy multi-choice goal programming (WA-FMCGP) for supporting renewable energy site selection decisions, Optimization models for cloud seeding network design and operations, Methods for constrained optimization of expensive mixed-integer multi-objective problems, with application to an internal combustion engine design problem, Feature information prediction algorithm for dynamic multi-objective optimization problems

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On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
Multiple criteria decision aiding for finance: an updated bibliographic survey
Adaptive weighted sum method for multiobjective optimization: a new method for Pareto front generation
Comparison of multi-objective optimization methodologies for engineering applications
IPSSIS: an integrated multicriteria decision support system for equity portfolio construction and selection
Preference disaggregation and statistical learning for multicriteria decision support: A review
On the construction of mutual fund portfolios: a multicriteria methodology and an application to the Greek market of equity mutual funds
Solving discrete multi-objective optimization problems using modified augmented weighted Tchebychev scalarizations
Scalarizations for adaptively solving multi-objective optimization problems
Effective implementation of the \(\varepsilon \)-constraint method in multi-objective mathematical programming problems
An evolutionary approach to construction of outranking models for multicriteria classification: the case of the ELECTRE TRI method
Solving multiobjective, multiconstraint knapsack problems using mathematical programming and evolutionary algorithms
Nonlinear multiobjective optimization
Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
Robust discrete optimization and its applications
Credit risk assessment using a multicriteria hierarchical discrimination approach: a comparative analysis
Powered embarrassing parallel MCMC sampling in Bayesian inference, a weighted average intuition
Robust multiobjective portfolio optimization: A minimax regret approach
Quantitative parametric connections between methods for generating noninferior solutions in multiobjective optimization
On scalarizing functions in multiobjective optimization
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
Markov chains for exploring posterior distributions. (With discussion)
Inferring robust decision models in multicriteria classification problems: an experimental analysis
An efficient, adaptive parameter variation scheme for metaheuristics based on the epsilon-constraint method
Robustness analysis in multi-objective mathematical programming using Monte Carlo simulation
Direction Choice for Accelerated Convergence in Hit-and-Run Sampling
A new scalarization and numerical method for constructing the weak Pareto front of multi-objective optimization problems
A Successive Approach to Compute the Bounded Pareto Front of Practical Multiobjective Optimization Problems
An Adaptive Scalarization Method in Multiobjective Optimization
Using simulation methods for bayesian econometric models: inference, development,and communication
Evolutionary Algorithms for Solving Multi-Objective Problems
Linear programming with multiple objective functions: Step method (stem)
Generation of efficient frontiers in multi-objective optimization problems by generalized data envelopment analysis.