Stochastic MOLP with Incomplete Information: An Interactive Approach with Recourse
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 4202033
- An Interactive Method To Multiobjective Linear Programming Problems With Interval Coefficients
- scientific article; zbMATH DE number 1014542
- PROMISE/scenarios: an interactive method for multiobjective stochastic linear programming under partial uncertainty.
- scientific article; zbMATH DE number 3867072
Cited in
(13)- ISTMO: An interval reference point-based method for stochastic multiobjective programming problems
- A compromise solution for the multiobjective stochastic linear programming under partial uncertainty
- PROMISE: A DSS for multiple objective stochastic linear programming problems
- PROMISE/scenarios: an interactive method for multiobjective stochastic linear programming under partial uncertainty.
- Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach
- A synchronous reference point-based interactive method for stochastic multiobjective programming
- Stochastic efficiency and inefficiency in portfolio optimization with incomplete information: a set-valued probability approach
- INTEREST: A reference-point-based interactive procedure for stochastic multiobjective programming problems
- Hierarchical maximal-coverage location-allocation: case of generalized search-and-rescue
- scientific article; zbMATH DE number 4202033 (Why is no real title available?)
- An Interactive Method To Multiobjective Linear Programming Problems With Interval Coefficients
- Efficient solution concepts and their relations in stochastic multiobjective programming
- Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty
This page was built for publication: Stochastic MOLP with Incomplete Information: An Interactive Approach with Recourse
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5753747)