Interactive procedure for a multiobjective stochastic discrete dynamic problem
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Cites work
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- scientific article; zbMATH DE number 3729887 (Why is no real title available?)
- scientific article; zbMATH DE number 3769296 (Why is no real title available?)
- scientific article; zbMATH DE number 52449 (Why is no real title available?)
- scientific article; zbMATH DE number 1858044 (Why is no real title available?)
- A Preference Order Dynamic Program for a Knapsack Problem with Stochastic Rewards
- A Preference Order Dynamic Program for a Stochastic Traveling Salesman Problem
- A method for stochastic multiple criteria decision making based on dominance degrees
- A method for stochastic multiple criteria decision making based on pairwise comparisons of alternatives with random evaluations
- An Interactive Approach for Multi-Criterion Optimization, with an Application to the Operation of an Academic Department
- An Interactive Programming Method for Solving the Multiple Criteria Problem
- An interactive fuzzy satisficing method based on variance minimization under expectation constraints for multiobjective stochastic linear programming problems
- Ant algorithms and simulated annealing for multicriteria dynamic programming
- Discrete dynamic programming with outcomes in random variable structures
- Dynamic programming in multiplicative lattices
- Dynamic programming with ordered structures: Theory, examples and applications
- From stochastic dominance to mean-risk models: Semideviations as risk measures
- INSDECM -- an interactive procedure for stochastic multicriteria decision problems
- INTEREST: A reference-point-based interactive procedure for stochastic multiobjective programming problems
- Implementing stochastic multicriteria acceptability analysis
- Interactive approach based on stochastic dominance
- Linear programming with multiple objective functions: Step method (stem)
- Ordinal Dynamic Programming
- Ordinal criteria in stochastic multicriteria acceptability analysis (SMAA)
- PROMISE/scenarios: an interactive method for multiobjective stochastic linear programming under partial uncertainty.
- Preference Order Dynamic Programming
- Preference and veto thresholds in multicriteria analysis based on stochastic dominance
- Rough approximation of a preference relation by a multi-attribute dominance for deterministic, stochastic and fuzzy decision problems
- STRANGE: An interactive method for multi-objective linear programming under uncertainty
- Solving efficiently the 0-1 multi-objective knapsack problem
- The Principle of Optimality in Dynamic Programming with Returns in Partially Ordered Sets
Cited in
(8)- A trade-off multiobjective dynamic programming procedure and its application to project portfolio selection
- Interactive approach based on stochastic dominance
- INSDECM -- an interactive procedure for stochastic multicriteria decision problems
- scientific article; zbMATH DE number 1858044 (Why is no real title available?)
- scientific article; zbMATH DE number 1779480 (Why is no real title available?)
- An interactive approach to the stochastic multiobjective allocation problem
- Optimal and Near-Optimal Strategies in Discrete Stochastic Multiobjective Quasi-hierarchical Dynamic Problems
- Discrete dynamic programming with outcomes in random variable structures
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