An interactive fuzzy satisficing method based on variance minimization under expectation constraints for multiobjective stochastic linear programming problems
From MaRDI portal
Publication:422416
DOI10.1007/s00500-010-0540-zzbMath1237.90223OpenAlexW2063307992MaRDI QIDQ422416
Publication date: 16 May 2012
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-010-0540-z
stochastic programmingvariance minimizationmultiobjective linear programmingexpectation optimizationinteractive fuzzy satisficing method
Multi-objective and goal programming (90C29) Stochastic programming (90C15) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
Related Items
Interactive procedure for a multiobjective stochastic discrete dynamic problem, Global minimum variance portfolios under uncertainty: a robust optimization approach
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- STRANGE: An interactive method for multi-objective linear programming under uncertainty
- Multiple objective programming problems with possibilistic coefficients
- Fuzzy programming and linear programming with several objective functions
- Fuzzy linear programming and applications
- Fuzzy programming approach to multi-objective stochastic linear programming problems
- Chance constrained programming with fuzzy parameters
- Linear programming with fuzzy random variable coefficients
- Challenges in stochastic programming
- PROMISE/scenarios: an interactive method for multiobjective stochastic linear programming under partial uncertainty.
- An interactive fuzzy satisficing method for multiobjective stochastic linear programming problems through an expectation model
- Fuzzy stochastic linear programming: survey and future research directions
- Chance-Constrained Programming
- Linear Programming under Uncertainty
- Introduction to Stochastic Programming
- Efficient solution concepts and their relations in stochastic multiobjective programming
