A compromise solution for the multiobjective stochastic linear programming under partial uncertainty
From MaRDI portal
Publication:1038376
DOI10.1016/j.ejor.2009.05.019zbMath1173.90487OpenAlexW2147544122WikidataQ59284913 ScholiaQ59284913MaRDI QIDQ1038376
Hatem Masri, Fouad Ben Abdelaziz
Publication date: 17 November 2009
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2009.05.019
compromise programmingmultiobjective stochastic programmingchance constrained approachmodified L-shaped method
Related Items
Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach, Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models, Duality in the fuzzy-parametric space for fuzzy-parametric nonlinear programming problem, A numerical method for interval multi-objective mixed-integer optimal control problems based on quantum heuristic algorithm, Stochastic efficiency and inefficiency in portfolio optimization with incomplete information: a set-valued probability approach, Gamma distribution approach in chance-constrained stochastic programming model, A synchronous reference point-based interactive method for stochastic multiobjective programming, Solution approaches for the multiobjective stochastic programming, Enhanced two-step method via relaxed order of \(\boldsymbol{\alpha}\)-satisfactory degrees for fuzzy multiobjective optimization, Relations among efficient solutions in uncertain multiobjective programming, Optimization of a linear function over the set of stochastic efficient solutions, Equilibrium reinsurance-investment strategies with partial information and common shock dependence, Pareto solutions in multicriteria optimization under uncertainty, Cost-efficient equitable water distribution in Algeria: a bicriteria fair division problem with network constraints
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stochastic programming with fuzzy linear partial information on probability distribution
- Multi-objective stochastic programming for portfolio selection
- Robust portfolio modeling with incomplete cost information and project interdependencies
- PROMISE/scenarios: an interactive method for multiobjective stochastic linear programming under partial uncertainty.
- Stochastic linear programming. Models, theory, and computation
- Chance-Constrained Programming
- Stochastic Optimization Problems with Incomplete Information on Distribution Functions
- Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
- Linear Multiple Objective Problems with Interval Coefficients
- Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
- Upper and Lower Probabilities Induced by a Multivalued Mapping
- Linear programming with multiple objective functions: Step method (stem)
- Stochastic MOLP with Incomplete Information: An Interactive Approach with Recourse
- Application of goal programming in a multi-objective reservoir operation model in Tunisia
