Compromise programming with Tchebycheff norm for discrete stochastic orders
From MaRDI portal
Publication:2449367
DOI10.1007/s10479-013-1493-2zbMath1286.90140OpenAlexW2028532061WikidataQ59303561 ScholiaQ59303561MaRDI QIDQ2449367
Publication date: 8 May 2014
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-013-1493-2
Related Items (1)
Cites Work
- Unnamed Item
- Mean value and volume-based sensitivity analysis for Olympic rankings
- Dynamic programming with ordered structures: Theory, examples and applications
- Discrete dynamic programming with outcomes in random variable structures
- Aspiration level approach in stochastic MCDM problems
- Postoptimal analysis in multicriteria linear programming
- Stability achievement scalarization function for multiobjective nonlinear programming problems
- Selecting the CP metric: A risk aversion approach
- Weighting in compromise programming: A theorem on shadow prices
- The compromise hypersphere for multiobjective linear programming
- Standard sensitivity analysis and additive tolerance approach in MOLP
- Inverse stochastic dominance constraints and rank dependent expected utility theory
- Portfolio construction based on stochastic dominance and target return distributions
- METRIZATION OF STOCHASTIC DOMINANCE RULES
- Stochastic Dominance and Expected Utility: Survey and Analysis
- An interactive weighted Tchebycheff procedure for multiple objective programming
- On Choosing and Bounding Probability Metrics
This page was built for publication: Compromise programming with Tchebycheff norm for discrete stochastic orders