Distributional efficiency in multiobjective stochastic linear programming

DOI10.1016/0377-2217(94)00037-DzbMath0912.90226OpenAlexW2050322553MaRDI QIDQ1127138

S. H. Smith

Publication date: 25 May 1999

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(94)00037-d

zbMATH Keywords

distributional efficiencymultiobjective stochastic linear programming

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Linear programming (90C05) Stochastic programming (90C15)

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Multi-objective stochastic programming for portfolio selection, Probability maximization models for portfolio selection under ambiguity, Robust generalized Merton-type financial portfolio models with generalized utility, Solution approaches for the multiobjective stochastic programming, Robust multicriteria risk-averse stochastic programming models, A provably convergent heuristic for stochastic bicriteria integer programming, Efficient solution concepts and their relations in stochastic multiobjective programming, Portfolio selection problems with random fuzzy variable returns

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