scientific article

zbMath0727.90066MaRDI QIDQ3351150

Bruno Urli, Raymond Nadeau

Publication date: 1990

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

interactive methodSTEMdeterministic equivalent programstochastic multiobjective linear programming

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Linear programming (90C05) Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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PROMISE: A DSS for multiple objective stochastic linear programming problems ⋮ An interval-parameter fuzzy approach for multiobjective linear programming under uncertainty ⋮ Pareto uncertainty index for evaluating and comparing solutions for stochastic multiple objective problems ⋮ Distributional efficiency in multiobjective stochastic linear programming ⋮ Optimization Over Stochastic Integer Efficient Set ⋮ Robust generalized Merton-type financial portfolio models with generalized utility ⋮ Solution approaches for the multiobjective stochastic programming ⋮ PROMISE/scenarios: an interactive method for multiobjective stochastic linear programming under partial uncertainty. ⋮ Bi-objective mean–variance method based on Chebyshev inequality bounds for multi-objective stochastic problems ⋮ Optimization of a linear function over the set of stochastic efficient solutions ⋮ Cutting plane method for multiple objective stochastic integer linear programming

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