On efficient WOWA optimization for decision support under risk
From MaRDI portal
Publication:962908
DOI10.1016/j.ijar.2009.02.010zbMath1191.68696OpenAlexW2090682885MaRDI QIDQ962908
Włodzimierz Ogryczak, Tomasz Śliwiński
Publication date: 7 April 2010
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ijar.2009.02.010
Related Items (27)
Ordered median problem with demand distribution weights ⋮ Optimizing three-dimensional constrained ordered weighted averaging aggregation problem with bounded variables ⋮ Ordered weighted enhancement of preference modeling in the reference point method for multiple criteria optimization ⋮ Best approximation of OWA olympic weights under predefined level of orness ⋮ Choquet integral optimisation with constraints and the buoyancy property for fuzzy measures ⋮ Using the WOWA operator in robust discrete optimization problems ⋮ Reference point method with importance weighted ordered partial achievements ⋮ Generalized equitable preference in multiobjective programming ⋮ On the constrained OWA aggregation problem with single constraint ⋮ On distorted probabilities and \(m\)-separable fuzzy measures ⋮ Computing rank dependent utility in graphical models for sequential decision problems ⋮ Constrained ordered weighted averaging aggregation with multiple comonotone constraints ⋮ Project net present value estimation under uncertainty ⋮ Computational Models for Cumulative Prospect Theory: Application to the Knapsack Problem Under Risk ⋮ A unified approach to uncertain optimization ⋮ Maximization of the Choquet integral over a convex set and its application to resource allocation problems ⋮ Exact algorithms for OWA-optimization in multiobjective spanning tree problems ⋮ Tail mean and related robust solution concepts ⋮ Hesitant fuzzy information aggregation in decision making ⋮ Parameterized OWA operator weights: an extreme point approach ⋮ Newsvendor problem under complete uncertainty: a case of innovative products ⋮ Robust Discrete Optimization Problems with the WOWA Criterion ⋮ A unified approach for different concepts of robustness and stochastic programming via non-linear scalarizing functionals ⋮ A three-dimensional constrained ordered weighted averaging aggregation problem with lower bounded variables ⋮ Threshold accepting heuristic for fair flow optimization in wireless mesh networks ⋮ Fair optimization and networks: a survey ⋮ Alternative formulations for the ordered weighted averaging objective
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization
- Multiple criteria linear programming model for portfolio selection
- On solving linear programs with the ordered weighted averaging objective.
- Minimizing the sum of the \(k\) largest functions in linear time.
- The WOWA operator and the interpolation function \(W^*\): Chen and Otto's interpolation method revisited
- Conditional median: a parametric solution concept for location problems
- Preference relation approach for obtaining OWA operators weights
- Conditional value at risk and related linear programming models for portfolio optimization
- On the properties of equidifferent OWA operator
- A minimax disparity approach for obtaining OWA operator weights
- The weighted OWA operator
- On Decision Support Under Risk by the WOWA Optimization
- WOWA Enhancement of the Preference Modeling in the Reference Point Method
- On ordered weighted averaging aggregation operators in multicriteria decisionmaking
- The simplex SON algorithm for LP/embedded network problems
- The Dual Theory of Choice under Risk
- Dual Stochastic Dominance and Related Mean-Risk Models
- A General Definition of the Lorenz Curve
- Credit risk optimization with conditional Value-at-Risk criterion
This page was built for publication: On efficient WOWA optimization for decision support under risk