Selecting the CP metric: A risk aversion approach

DOI10.1016/S0377-2217(96)00238-XMaRDI QIDQ1278661zbMATH OpenFDO

Authors Enrique Ballestero

Publication date 22 February 1999

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0377-2217(96)00238-X

zbMATH Keywords

Arrow's risk theorycompromise programming

Mathematics Subject Classification ID

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Cites work

• scientific article; zbMATH DE number 3945836 (Why is no real title available?)
• Multiple-criteria decision making. Concepts, techniques, and extensions. With the assistance of Yoon-Ro Lee and Antonie Stam
• Risk Aversion in the Small and in the Large
• Utility optimization when the utility function is virtually unknown

Cited in

(5)

• Compromise programming with Tchebycheff norm for discrete stochastic orders
• Photovoltaic power plants: a multicriteria approach to investment decisions and a case study in western Spain
• Methods for multi-objective optimization: an analysis
• Generating properly efficient points in multi-objective programs by the nonlinear weighted sum scalarization method
• Compromise programming: a utility-based linear-quadratic composite metric from the trade-off between achievement and balanced (non-corner) solutions

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