Compromise programming with Tchebycheff norm for discrete stochastic orders

DOI10.1007/S10479-013-1493-2zbMATH Open1286.90140OpenAlexW2028532061WikidataQ59303561 ScholiaQ59303561MaRDI QIDQ2449367FDOQ2449367

Authors: Sebastian Sitarz 

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

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zbMATH Keywords

stochastic dominancecompromise programmingmulti-objective programmingTchebycheff norm

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Nonlinear programming (90C30)

Cites Work

• On Choosing and Bounding Probability Metrics
• Standard sensitivity analysis and additive tolerance approach in MOLP
• Portfolio construction based on stochastic dominance and target return distributions
• Mean value and volume-based sensitivity analysis for Olympic rankings
• Postoptimal analysis in multicriteria linear programming
• Stochastic Dominance and Expected Utility: Survey and Analysis
• An interactive weighted Tchebycheff procedure for multiple objective programming
• Aspiration level approach in stochastic MCDM problems
• Selecting the CP metric: A risk aversion approach
• Inverse stochastic dominance constraints and rank dependent expected utility theory
• Dynamic programming with ordered structures: Theory, examples and applications
• Discrete dynamic programming with outcomes in random variable structures
• The compromise hypersphere for multiobjective linear programming
• Title not available (Why is that?)
• Stability achievement scalarization function for multiobjective nonlinear programming problems
• Weighting in compromise programming: A theorem on shadow prices
• Metrization of stochastic dominance rules

Cited In (1)

• Photovoltaic power plants: a multicriteria approach to investment decisions and a case study in western Spain

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