Compromise programming with Tchebycheff norm for discrete stochastic orders

DOI10.1007/S10479-013-1493-2MaRDI QIDQ2449367zbMATH OpenOpenAlexWikidataFDO

Authors Sebastian Sitarz

Publication date 8 May 2014

Published in Annals of Operations Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10479-013-1493-2

zbMATH Keywords

stochastic dominancecompromise programmingmulti-objective programmingTchebycheff norm

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3556956 (Why is no real title available?)
• An interactive weighted Tchebycheff procedure for multiple objective programming
• Aspiration level approach in stochastic MCDM problems
• Discrete dynamic programming with outcomes in random variable structures
• Dynamic programming with ordered structures: Theory, examples and applications
• Inverse stochastic dominance constraints and rank dependent expected utility theory
• Mean value and volume-based sensitivity analysis for Olympic rankings
• Metrization of stochastic dominance rules
• On Choosing and Bounding Probability Metrics
• Portfolio construction based on stochastic dominance and target return distributions
• Postoptimal analysis in multicriteria linear programming
• Selecting the CP metric: A risk aversion approach
• Stability achievement scalarization function for multiobjective nonlinear programming problems
• Standard sensitivity analysis and additive tolerance approach in MOLP
• Stochastic Dominance and Expected Utility: Survey and Analysis
• The compromise hypersphere for multiobjective linear programming
• Weighting in compromise programming: A theorem on shadow prices

Cited in

(1)

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

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