On fuzzy random multiobjective quadratic programming
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Publication:958074
DOI10.1016/J.EJOR.2007.11.031zbMATH Open1162.90020OpenAlexW1992078328MaRDI QIDQ958074FDOQ958074
Authors: B. E. Eshmatov 
Publication date: 2 December 2008
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2007.11.031
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Cited In (11)
- On solutions of fuzzy random multiobjective quadratic programming with applications in portfolio problem
- Interactive fuzzy random two-level linear programming based on level sets and fractile criterion optimization
- A revisit to quadratic programming with fuzzy parameters
- On some optimisation models in a fuzzy-stochastic environment
- Title not available (Why is that?)
- A class of expected value multi-objective programming problems with random rough coefficients
- Weighted portfolio selection models based on possibility theory
- Doubly nonnegative relaxation method for solving multiple objective quadratic programming problems
- Necessary and sufficient conditions for achieving global optimal solutions in multiobjective quadratic fractional optimization problems
- Chance-constrained programming with fuzzy stochastic coefficients
- On solutions of generalized multiobjective quadratic with fuzzy random environments
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