Multicriteria Programming for Financial Planning

DOI10.2307/3009607zbMath0393.90048MaRDI QIDQ4175038

Derek Atkins, D. J. Ashton

Publication date: 1979

Published in: The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3009607

zbMATH Keywords

Vector Optimization; Financial Planning

Mathematics Subject Classification ID

90C90: Applications of mathematical programming

90C31: Sensitivity, stability, parametric optimization

90B99: Operations research and management science

Related Items

Fractional programming, Saddle points and Lagrangian-type duality for discrete minmax fractional subset programming problems with generalized convex functions, Global parametric sufficient optimality conditions for discrete minmax fractional programming problems containing generalized \((\theta,\eta,\rho)\)-V-invex functions and arbitrary norms, Successive linear programming for ratio goal problems, Quasiconcave vector maximization: Connectedness of the sets of Pareto- optimal and weak Pareto-optimal alternatives, Interior efficient solutions in bicriterion linear fractional programming -- A geometric approach, Parameter-free sufficient optimality conditions and duality models for minmax fractional subset programming problems with generalized \((\mathcal F,\rho,\theta)\) -convex functions, A review of goal programming and its applications, Duality for generalized fractional programs involving n-set functions, Optimality conditions and duality for a class of continuous-time generalized fractional programming problems, Duality in generalized linear fractional programming, Bibliography in fractional programming