Minimax regret solution to multiobjective linear programming problems with interval objective functions coefficients
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Cites work
- scientific article; zbMATH DE number 995813 (Why is no real title available?)
- scientific article; zbMATH DE number 5641435 (Why is no real title available?)
- scientific article; zbMATH DE number 848785 (Why is no real title available?)
- A mathematical basis for satisficing decision making
- An Interactive Method To Multiobjective Linear Programming Problems With Interval Coefficients
- An interactive method of tackling uncertainty in interval multiple objective linear programming
- An interval portfolio selection problem based on regret function
- Goal programming problems with interval coefficients and target intervals
- Linear Multiple Objective Problems with Interval Coefficients
- Linear Optimization Problems with Inexact Data
- Minimax regret solution to linear programming problems with an interval objective function
- Minimax regret strategies for greenhouse gas abatement: Methodology and application
- Multicriteria Optimization
- Multiobjective transportation problem with interval cost, source and destination parameters
- Multiple objective linear programming models with interval coefficients -- an illustrated overview
- Necessary conditions for min-max problems and algorithms by a relaxation procedure
- Nonlinear Programming
- Portfolio selection problem with interval coefficients
- Possible and necessary efficiency in possibilistic multiobjective linear programming problems and possible efficiency test
- Solutions for the portfolio selection problem with interval and fuzzy coefficients
- The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions
- The Theory of Statistical Decision
Cited in
(25)- Multi-objective interval fractional programming problems: an approach for obtaining efficient solutions
- Some results in interval multiobjective linear programming for recognizing different solutions
- Robustness-based approach for fuzzy multi-objective problems
- A New Interval Multi-Objective Optimization Method for Uncertain Problems with Dependent Interval Variables
- Various approaches to multiobjective linear programming problems with interval costs and interval weights
- \(E\)-differentiable minimax programming under \(E\)-convexity
- scientific article; zbMATH DE number 721836 (Why is no real title available?)
- Robust optimality analysis of non-degenerate basic feasible solutions in linear programming problems with fuzzy objective coefficients
- Solution of linear optimization models with interval coefficients in the objective function using multiobjective programming
- A robust optimization approach for multi-objective linear programming under uncertainty
- Multiobjective interval linear programming in admissible-order vector space
- Using necessarily weak efficient solutions for solving a biobjective transportation problem with fuzzy objective functions coefficients
- A heuristic to minimax absolute regret for linear programs with interval objective function coefficients
- Generation of some methods for solving interval multi-objective linear programming models
- Multi-objective enhanced interval optimization problem
- Robust optimal solutions in interval linear programming with forall-exists quantifiers
- New conditions for testing necessarily/possibly efficiency of non-degenerate basic solutions based on the tolerance approach
- Using modified maximum regret for finding a necessarily efficient solution in an interval MOLP problem
- Finding efficient solutions in the interval multi-objective linear programming models
- Some new results on rough interval linear programming problems and their application to scheduling and fixed-charge transportation problems
- Compromising solution of geometric programming problem with bounded parameters
- An ensemble framework for assessing solutions of interval programming problems
- Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach
- Minimising the maximum relative regret for linear programmes with interval objective function coefficients
- Weighted sum of maximum regrets in an interval MOLP problem
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