scientific article; zbMATH DE number 1462620

MaRDI QIDQ4486937zbMATH OpenFDO

Authors Silvia Vogel

Publication date 3 September 2002

zbMATH Keywords

stabilitymultiobjective programmingMarkowitz modelprobabilistic constraintsestimated quantities

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Portfolio theory (91G10) Stochastic programming (90C15)

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Cited in

(3)

• Random approximations in multiobjective optimization
• Multi-objective probabilistically constrained programs with variable risk: models for multi-portfolio financial optimization
• Multiple objectives satisficing under uncertainty

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