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Solution approaches for the multiobjective stochastic programming
6 references·4 citing·44 second hop
Solution approaches for the multiobjective stochastic programming (2011)Solution approaches for the multiobjectiv…Multi-objective stochastic programming for portfolio selection (2005)Multi-objective stochastic pr…Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Decisions with Multiple Objec…Dominance Conditions for Multivariate Utility Functions (1988)Dominance Conditions for Mult…Stochastic Programming: with Multiple Objective Functions (1985)Stochastic Programming: with …Stochastic Dominance Decision Rules when the Attributes are Utility Independent (1984)Stochastic Dominance Decision…Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Deterministic Equivalents for…Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models (2017)Portfolio selection problem: …A multiple objective stochastic programming model for working capital management (2017)A multiple objective stochast…A Stochastic Programming Approach with Improved Multi-Criteria Scenario-Based Solution Method for Sustainable Reverse Logistics Design of Waste Electrical and Electronic Equipment (WEEE) (2016)A Stochastic Programming Appr…Inexact joint-probabilistic chance-constrained programming with left-hand-side randomness: An application to solid waste management (2013)Inexact joint-probabilistic c…Chance-Constrained Programming (1959)Portfolio Selection: Efficient Diversification of Investments (1959)Data envelopment analysis theory and techniques for economics and operations research (2004)Linear Programming Under Uncertainty (2004)On Distributionally Robust Chance-Constrained Linear Programs (2006)Frameworks and Results in Distributionally Robust Optimization (2022)Portfolio Selection (1952)A Simplified Model for Portfolio Analysis (1963)A Monte-Carlo game theoretic approach for Multi-Criteria Decision Making under uncertainty (2011)Socially Responsible Investment: A multicriteria approach to portfolio selection combining ethical and financial objectives (2011)Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds (2013)Risk aversion with many commodities (1974)Toward multivariate efficiency criteria (1974)Multivariate Risk Aversion, Utility Independence and Separable Utility Functions (1975)A class of bivariate stochastic orderings, with applications in actuarial sciences (1999)On risk aversion with two risks (1999)Risk Aversion in International Relations Theory (2001)Genetic Algorithm based technique for solving Chance Constrained Problems (2006)On safe tractable approximations of chance constraints (2011)Stationary Ordinal Utility and Impatience (1960)Stochastic Dominance and Expected Utility (1992)Decisions with Multiple Objectives (1993)The use of multi-criteria decision-making methods in the integrated assessment of climate change: implications for IA practitioners (2003)Quantitative models for reverse logistics: A review (1997)Introduction to Stochastic Programming (2011)Reverse logistics and closed-loop supply chain: A comprehensive review to explore the future (2014)Multi-objective combinatorial optimization analysis of the recycling of retired new energy electric vehicle power batteries in a sustainable dynamic reverse logistics network (2023)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A clustering‐based review on project portfolio optimization methods (2021)Robust optimization approaches for portfolio selection: a comparative analysis (2021)Trade Credit: Theories and Evidence (1997)The Determinants of Corporate Liquidity: Theory and Evidence (1998)Does Working Capital Management Affect Profitability of Belgian Firms? (2003)An outranking approach using a risk attitudinal assignment model involving Pythagorean fuzzy information and its application to financial decision making (2018)MCDA in knowledge-based economies: Methodological developments and real world applications (2018)Bibliometric Analysis for Working Capital: Identifying Gaps, Co-Authorships and Insights from a Literature Survey (2021)Overview of Different Approaches for Solving Stochastic Programming Problems with Multiple Objective Functions (1990)An interval portfolio selection problem based on regret function (2004)Handbook of Financial Engineering (2008)Conjoint Analysis in Consumer Research: Issues and Outlook (1978)Risk management in a dynamic society: a modelling problem (1997)Best-worst multi-criteria decision-making method (2014)
this work references cited by second hop

References

  • 1994Decisions with Multiple Objectives: Preferences and Value Tradeoffs.8,369 cited
  • 1963Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints992 cited
  • 2005Multi-objective stochastic programming for portfolio selection274 cited
  • 1985Stochastic Programming: with Multiple Objective Functions185 cited
  • 1988Dominance Conditions for Multivariate Utility Functions64 cited
  • 1984Stochastic Dominance Decision Rules when the Attributes are Utility Independent54 cited

Cited by

  • 2017Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models61 cited
  • 2016A Stochastic Programming Approach with Improved Multi-Criteria Scenario-Based Solution Method for Sustainable Reverse Logistics Design of Waste Electrical and Electronic Equipment (WEEE)55 cited
  • 2013Inexact joint-probabilistic chance-constrained programming with left-hand-side randomness: An application to solid waste management45 cited
  • 2017A multiple objective stochastic programming model for working capital management33 cited

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