Selecting the CP metric: A risk aversion approach

DOI10.1016/S0377-2217(96)00238-XzbMath0919.90047MaRDI QIDQ1278661

Enrique Ballestero

Publication date: 22 February 1999

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

zbMATH Keywords

compromise programmingArrow's risk theory

Mathematics Subject Classification ID

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Cites Work

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• Multiple-criteria decision making. Concepts, techniques, and extensions. With the assistance of Yoon-Ro Lee and Antonie Stam
• Utility optimization when the utility function is virtually unknown
• Risk Aversion in the Small and in the Large