Výsledky vyhľadávania - "Stochastic multiobjective programming"

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    Zdroj: Docta Complutense
    instname
    E-Prints Complutense. Archivo Institucional de la UCM
    E-Prints Complutense: Archivo Institucional de la UCM
    Universidad Complutense de Madrid

    Popis súboru: application/pdf; application/xml

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    Zdroj: International Series in Operations Research & Management Science ISBN: 9781441984012

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    URL: https://hdl.handle.net/20.500.14352/64507
    Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE)
    Ben Abdelaziz, F., 1992. L’efficacité en Programmation Multi-objectifs Stochastique. Ph. D. Thesis, Université de Laval, Québec. Ben Abdelaziz, F., Lang, P., Nadeau, R., 1997. Distributional Unanimity Multiobjective Stochastic Linear Programming. In: Climaco, J. (Ed.: Multicriteria Analysis: Proceedings of the With Conference on MCDM, pp. 225-236. Springer-Verlag. Ben Abdelaziz, F., Lang, P., Nadeau, R., 1999. Dominance and Efficiency in Multicriteria Decision under Uncertainty. Theory and Decision, 47, 191-211. Caballero, C., Cerdá, E., Muñoz, M.M., Rey, L., 2000. Relations among Several Efficiency Concepts in Stochastic Multiple Objective Programming. Research and Practice in Multiple Criteria Decision Making, Edited by Y. Y. Haimes and R. Steuer, Lectures Notes in Economics and Mathematical Systems, Springer-Verlag, Berlin, Germany, Vol. 487, 57-68. Caballero, R., Cerdá, E., Muñoz, M.M., Rey, L., Stancu Minasian, I. M., (2001), Efficient Solution Concepts and Their Relations in Stochastic Multiobjective Programming. Journal of Optimization, Theory and Applications, Vol. 110, 1, 53-74. Chankong, V., Haimes, Y.Y., 1983. Multiobjective Decision Making: Theory and Methodology. North-Holland, New York. Goicoechea, A., Hansen, D. R., Duckstein, L., 1982. Multiobjective Decision Analysis with Engineering and Business Applications. John Wiley and Sons, New York. Hogg, R. V., Craig, A. T., 1989. Introduction to Mathematical Statistics. MacMillan Publishing Co., New York. Kall, P., Wallace, S.W., 1994. Stochastic Programming. John Wiley and sons, Chichester. Liu, B., Iwamura, K., 1997. Modelling Stochastic Decision Systems Using Dependent-Chance Programming. European Journal of Operational Research, 101, 193-203. Prékopa, A., 1995. Stochastic Programming. Kluwer Academic Publishers. Dordrecht. Sawaragi, Y., Nakayama H., Tanino T., 1985. Theory of Multiobjective Optimization. Academic Press, New York. Slowinski, R., Teghem, J. (Ed.), 1990. Stochastic Versus Fuzzy Approaches

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    URL: https://hdl.handle.net/20.500.14352/64232
    Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE)
    1. GOICOECHEA, A., HANSEN, D. R and DUCKSTEIN, L., Multiobjective Decision Analysis with Engineering and Business Applications, John Wiley and Sons, New York, New York, 1982. 2. STANCU-MINASIAN, I. M., Stochastic Programming with Multiple Objective Functions, D. Reidel Publishing Company, Dordrecht" Netherlands, 1984. 3. SLOWINSKI, R. and TEGHEM, J. (Eds.), Stochastic versus Fuzzy Approaches to Multiobjective Mathematical Programming Under Uncertainty, Kluwer Academic Publishers, Dordrecht, Netherlands, 1990. 4. TEGHEM, J., DUFRANE, D., lHAUVOYE, M. and KUNSCH, P., SFRANGK An Interactive Method for Multi-Objective Linear Programming Under Uncertainty, European J. Oper. Res, Vol. 26, No. 1, pp. 65-82, 1986. 5. STANCU-MINASIAN, I. and TIGAN, S., The Vectorial Minimum Risk Problem., In: Approximation and Optimization, Prac. Colloq., pp. 321-328, Cluj-Napoca, Romania, 1985. 6. STANCU-MINASIAN, I. M., Stochastic Programming with Multiple Fractile Critena, Rev. Roumaine Math. Puros Appl., 37, 10, pp. 939-941, 1992. 7. URLI, B. and NADEAU, R., Stochastic MOLP with Incomplete Information: An Interactive Approach with Recourse, Journal of the Operational Research Society, Vol. 41, No. 12, pp. 1143-1152,1990. 8. BEN ABDELAZIZ, F., LANG P. and NADEAU, R, Pointwise Efftciency in Multiobjective Stochastic Linear Programming, Journal of the Operational Research Society, Vol. 45, No. 11, pp. 1324-1334, 1994. 9. BEN ABDELAZIZ, F., LANG P. and NADEAU, R. Distributional Efficiency in Multiobjective Linear Programming", European J. Opero Res., Vol. 85, pp. 399-415,1995. 10. CABALLERO, R, CERDÁ, E., MUÑoz, M. M. and REY, L., Relations among Several Efficiency Concepts in Stochastic Multiple Objective Programming, Proceedings of the XIV-th International Conference on Multiple Criteria Decision Making, Edited by Y. Y. Haimes and R Steuer, Springer Verlag, Berlin, Gennany, 1999, to appear. 11. MARKOWITZ, H., Portfolio Selection, Journal of Finance, Vol. 7, pp. 77-91, 1952. 12. WHITE, D.J.

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