Stochastic goal programming: A mean-variance approach
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Publication:5935381
DOI10.1016/S0377-2217(00)00084-9zbMath0980.90058MaRDI QIDQ5935381
Publication date: 26 June 2001
Published in: European Journal of Operational Research (Search for Journal in Brave)
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Cites Work
- Goal programming for decision making: An overview of the current state-of-the-art
- Chance-Constrained Programming
- Comparison of Alternative Utility Functions in Portfolio Selection Problems
- A Chance-Constrained Goal Programming Model for Capital Budgeting
- An Interactive Programming Method for Solving the Multiple Criteria Problem
- Utility Functions: A Compromise Programming Approach to Specification and Optimization
- Risk Aversion in the Small and in the Large
- A Stochastic Approach to Goal Programming
- An Interactive Approach for Multi-Criterion Optimization, with an Application to the Operation of an Academic Department
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