The following pages link to W. Ogryczak (Q191574):
Displaying 29 items.
- (Q3905094) (← links)
- An Implementation of Variable Upper Bounds via SUB Methodology (Q4008468) (← links)
- (Q4026473) (← links)
- (Q4028939) (← links)
- (Q4028940) (← links)
- (Q4028956) (← links)
- (Q4037195) (← links)
- On cent-dians of general networks (Q4228770) (← links)
- (Q4279485) (← links)
- (Q4363215) (← links)
- (Q4387170) (← links)
- LP solvable models for portfolio optimization: a classification and computational comparison (Q4464020) (← links)
- (Q4486938) (← links)
- Linear optimization with multiple equitable criteria (Q4497864) (← links)
- Robust Decisions under Risk for Imprecise Probabilities (Q4558801) (← links)
- On goal programming formulations of the reference point method (Q4658455) (← links)
- (Q4744025) (← links)
- Dual Stochastic Dominance and Related Mean-Risk Models (Q4785869) (← links)
- Dual Stochastic Dominance and Quantile Risk Measures (Q4806837) (← links)
- Dual simplex algorithm with implicit representation of variable upper bounds (Q4836772) (← links)
- (Q4853786) (← links)
- Aspiration/reservation‐based decision support—a step beyond goal programming (Q4884093) (← links)
- (Q4944309) (← links)
- Determining OWA Operator Weights by Maximum Deviation Minimization (Q5114620) (← links)
- Tail mean and related robust solution concepts (Q5172535) (← links)
- (Q5192663) (← links)
- (Q5323123) (← links)
- Comments on properties of the minmax solutions in goal programming (Q5938389) (← links)
- On consistency of stochastic dominance and mean-semideviation models (Q5944951) (← links)
