INTEREST: A reference-point-based interactive procedure for stochastic multiobjective programming problems
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Publication:2267385
DOI10.1007/S00291-008-0153-4zbMATH Open1181.90206OpenAlexW2002301264MaRDI QIDQ2267385FDOQ2267385
Authors: Yanyan Li 
Publication date: 1 March 2010
Published in: OR Spectrum (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00291-008-0153-4
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Cites Work
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- Efficient solution concepts and their relations in stochastic multiobjective programming
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- On the use of preferential weights in interactive reference point based methods
- Application of goal programming in a multi-objective reservoir operation model in Tunisia
- Equivalent information for multiobjective interactive procedures
- Stochastic MOLP with Incomplete Information: An Interactive Approach with Recourse
Cited In (7)
- Portfolio selection from multiple benchmarks: a goal programming approach to an actual case
- Bi-objective mean–variance method based on Chebyshev inequality bounds for multi-objective stochastic problems
- Solution approaches for the multiobjective stochastic programming
- A synchronous reference point-based interactive method for stochastic multiobjective programming
- ISTMO: An interval reference point-based method for stochastic multiobjective programming problems
- Interactive procedure for a multiobjective stochastic discrete dynamic problem
- An interactive approach to the stochastic multiobjective allocation problem
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