Pages that link to "Item:Q1284310"
From MaRDI portal
The following pages link to Bicriteria problem of stochastic optimization (Q1284310):
Displaying 8 items.
- A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
- Hybrid method for a class of stochastic bi-criteria optimization problems (Q607996) (← links)
- A class of stochastic optimization problems with one quadratic \& several linear objective functions and extended portfolio selection model (Q697551) (← links)
- Bi-criteria optimization problems for decision rules (Q1730539) (← links)
- Optimizing over Pareto set of semistrictly quasiconcave vector maximization and application to stochastic portfolio selection (Q2097485) (← links)
- A provably convergent heuristic for stochastic bicriteria integer programming (Q2271125) (← links)
- Deterministic bicriteria model for stochastic variational inequalities (Q2422130) (← links)
- Application of the procedure of stochastic optimization to the problem of finding optimal portfolio (Q2850851) (← links)