Sensitivity of Pareto solutions in multiobjective optimization
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Cites work
- scientific article; zbMATH DE number 4010155 (Why is no real title available?)
- scientific article; zbMATH DE number 1360760 (Why is no real title available?)
- Balance space in airport construction: Application to the North Sea island option for Schiphol Airport
- Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives
- Duality of nonscalarized multiobjective linear programs: dual balance, level sets, and dual clusters of optimal vectors.
- Equivalence of balance points and Pareto solutions in multiple-objective programming
- Linear Multiple Objective Problems with Interval Coefficients
- Multiple Objective Linear Programming with Parametric Criteria Coefficients
- Nonscalarized multiobjective global optimization
- On the existence of solutions in problems of optimization under vector- valued criteria
- Optimization of vector functionals. I. The programming of optimal trajectories
- Pareto analysis vis-à-vis balance space approach in multiobjective global optimization
- Radial solutions and orthogonal trajectories in multiobjective global optimization
- Retrieval and use of the balance set in multiobjective global optimization
- Sensitivity analysis for convex multiobjective programming in abstract spaces
- Sensitivity analysis in vector optimization
Cited in
(9)- On sensitivity in linear multiobjective programming
- Sensitivity in multiobjective optimization: The generalized envolvent theorem
- Sensitivity Analysis In Multi Objective Optimization
- Nonconvex optimization for pricing and hedging in imperfect markets
- Sensitivity analysis in multiobjective optimization
- Green scheduling of a two-machine flowshop: trade-off between makespan and energy consumption
- Good deals and benchmarks in robust portfolio selection
- scientific article; zbMATH DE number 4174682 (Why is no real title available?)
- scientific article; zbMATH DE number 45667 (Why is no real title available?)
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