Pages that link to "Item:Q5947263"

The following pages link to Efficient solution concepts and their relations in stochastic multiobjective programming (Q5947263):

Displaying 30 items.

• A remark on multiobjective stochastic optimization via strongly convex functions (Q314598) (← links)
• Value of information in portfolio selection, with a Taiwan stock market application illustration (Q323188) (← links)
• Hierarchical stochastic metamodels based on moving least squares and polynomial chaos expansion: application to the multiobjective reliability-based optimization of space truss structures (Q381602) (← links)
• Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations (Q406645) (← links)
• Solution approaches for the multiobjective stochastic programming (Q421694) (← links)
• An interactive fuzzy satisficing method based on variance minimization under expectation constraints for multiobjective stochastic linear programming problems (Q422416) (← links)
• Stochastic approach versus multiobjective approach for obtaining efficient solutions in stochastic multiobjective programming problems (Q596274) (← links)
• Stochastic multiobjective optimization: Sample average approximation and applications (Q650222) (← links)
• Solving nonlinear interval optimization problem using stochastic programming technique (Q724398) (← links)
• Computation of efficient compromise arcs in convex quadratic multicriteria optimization (Q813340) (← links)
• A generalized stochastic goal programming model (Q961633) (← links)
• ISTMO: An interval reference point-based method for stochastic multiobjective programming problems (Q1011253) (← links)
• Equality constraints in multiobjective robust design optimization: Decision making problem (Q1016391) (← links)
• An approach to find redundant objective function(s) and redundant constraint(s) in multi-objective nonlinear stochastic fractional programming problems (Q1037660) (← links)
• Fuzzy decision making for multiobjective stochastic programming problems (Q1677928) (← links)
• Relations among efficient solutions in uncertain multiobjective programming (Q1794970) (← links)
• Satisfactory solution concepts and their relations for stochastic multiobjective programming problems (Q1926756) (← links)
• A synchronous reference point-based interactive method for stochastic multiobjective programming (Q1929956) (← links)
• A stochastic dynamic multiobjective model for sustainable decision making (Q2212285) (← links)
• INTEREST: A reference-point-based interactive procedure for stochastic multiobjective programming problems (Q2267385) (← links)
• Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663) (← links)
• A general concept for solving linear multicriteria programming problems with crisp, fuzzy or stochastic values (Q2455530) (← links)
• Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection (Q2480250) (← links)
• Application of stochastic programming technique to solve interval quadratic programming problem (Q2669815) (← links)
• Proper Efficiency and Tradeoffs in Multiple Criteria and Stochastic Optimization (Q2976144) (← links)
• INTERACTIVE FUZZY PROGRAMMING BASED ON FRACTILE CRITERION OPTIMIZATION MODEL FOR TWO-LEVEL STOCHASTIC LINEAR PROGRAMMING PROBLEMS (Q3012766) (← links)
• (Q5235784) (← links)
• Goal Programming Models for Managerial Strategic Decision Making (Q5239069) (← links)
• IDENTIFICATION OF REDUNDANT OBJECTIVE FUNCTIONS IN MULTI-OBJECTIVE STOCHASTIC FRACTIONAL PROGRAMMING PROBLEMS (Q5483429) (← links)
• Multiobjective robust optimization framework based on first and second order Taylor expansion applied to a vehicle suspension design (Q6572706) (← links)