A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making
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Publication:2393343
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Cites work
- scientific article; zbMATH DE number 47228 (Why is no real title available?)
- A generalized stochastic goal programming model
- Algorithm for cardinality-constrained quadratic optimization
- Computational study of a family of mixed-integer quadratic programming problems
- Decision-maker's preferences modeling in the stochastic goal programming
- Goal programming model: A glorious history and a promising future
- Heuristics for cardinality constrained portfolio optimization
- Incorporating the Decision-maker's Preferences in the Goal-programming Model
- Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
- Multi-objective stochastic programming for portfolio selection
- OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
- On generalized derivatives for \(C^{1,1}\) vector optimization problems
- Optimization of cardinality constrained portfolios with a hybrid local search algorithm
- Stochastic technology shocks in an extended Uzawa-Lucas model: closed-form solution and long-run dynamics
- Theory of multiobjective optimization
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- Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review
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