Suchergebnisse - Multiple objective stochastic programming
-
1
Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models
ISSN: 0254-5330, 1572-9338Veröffentlicht: New York Springer US 01.08.2018Veröffentlicht in Annals of operations research (01.08.2018)“… In response, this paper provides a comprehensive literature review of multiple objective deterministic and stochastic programming models for the portfolio selection problem …”
Volltext
Journal Article -
2
A multiple objective stochastic programming model for working capital management
ISSN: 0040-1625, 1873-5509Veröffentlicht: New York Elsevier Inc 01.06.2018Veröffentlicht in Technological forecasting & social change (01.06.2018)“… ) impact on liquidity. In this paper, we propose a multiple objective stochastic programming model to select an efficient working capital strategy that takes into consideration not only the conflicting impact of working …”
Volltext
Journal Article -
3
A multi-objective stochastic programming approach for supply chain design considering risk
ISSN: 0925-5273, 1873-7579Veröffentlicht: Amsterdam Elsevier B.V 01.11.2008Veröffentlicht in International journal of production economics (01.11.2008)“… In this paper, we develop a multi-objective stochastic programming approach for supply chain design under uncertainty …”
Volltext
Journal Article -
4
A Bi-objective stochastic programming model for the household waste collection and transportation problem: case of the city of Sousse
ISSN: 1109-2858, 1866-1505Veröffentlicht: Berlin/Heidelberg Springer Berlin Heidelberg 01.09.2021Veröffentlicht in Operational research (01.09.2021)“… The problem can be considered as a bi-objective optimization problem, as cost minimization will be ensured …”
Volltext
Journal Article -
5
Iterative Solution Process for Multiple Objective Stochastic Linear Programming Problems Under Fuzzy Environment
ISSN: 1616-8658, 1616-8666Veröffentlicht: Abingdon Taylor & Francis 02.10.2018Veröffentlicht in Fuzzy information and engineering (02.10.2018)“… This article presents one interactive algorithm, and thereby determines the Pareto optimal solution to multi-objective stochastic linear programming (MOSLP …”
Volltext
Journal Article -
6
A Multistage Stochastic Programming Model with Multiple Objectives for the Optimal Issuance of Corporate Bonds
ISSN: 1026-0226, 1607-887XVeröffentlicht: New York Hindawi 2022Veröffentlicht in Discrete dynamics in nature and society (2022)“… This paper proposes a multistage stochastic programming (MSP) model with multiple objectives to optimize bond issuance by satisfying the three common objectives of corporate managers, as follows …”
Volltext
Journal Article -
7
Decision-Maker's Preferences for Modeling Multiple Objective Stochastic Linear Programming Problems
ISSN: 2081-8858, 2391-6060Veröffentlicht: Wrocław University of Science and Technology 01.01.2019Veröffentlicht in Operations research and decisions (01.01.2019)“… A method has been suggested which solves a multiobjective stochastic linear programming problem with normal multivariate distributions in accordance with the minimum-risk criterion …”
Volltext
Journal Article -
8
A Bi-objective Covering Location Problem: Case of ambulance location in the Beirut area, Lebanon
ISSN: 0025-1747, 1758-6070Veröffentlicht: London Emerald Group Publishing Limited 11.02.2019Veröffentlicht in Management decision (11.02.2019)“… to a bi-objective optimization problem where the cost of satisfying emergency calls is minimized.FindingsThe …”
Volltext
Journal Article -
9
Cutting plane method for multiple objective stochastic integer linear programming
ISSN: 0377-2217, 1872-6860Veröffentlicht: Amsterdam Elsevier B.V 01.02.2006Veröffentlicht in European journal of operational research (01.02.2006)“… This paper grapples with the problem of incorporating integer variables in the constraints of a multiple objective stochastic linear program (MOSLP …”
Volltext
Journal Article -
10
Integrated multi-objective stochastic fuzzy programming and AHP method for agricultural water and land optimization allocation under multiple uncertainties
ISSN: 0959-6526, 1879-1786Veröffentlicht: Elsevier Ltd 10.02.2019Veröffentlicht in Journal of cleaner production (10.02.2019)“… In order to solve the above problems, this paper developed an improved multi-objective stochastic fuzzy programming method …”
Volltext
Journal Article -
11
Model for Working Capital Management of Micro, Small and Medium Enterprises in Indonesia by Using Multiple Objective Stochastic Programming
ISSN: 2656-1514, 2656-1514Veröffentlicht: 30.09.2023Veröffentlicht in Journal of Research in Mathematics Trends and Technology (30.09.2023)“… Micro, small and medium enterprises (MSME) have a big influence for the economy in Indonesia. But almost of this company don’t have an optimal working capital …”
Volltext
Journal Article -
12
A multiple objective stochastic portfolio selection problem with random Beta
ISSN: 0969-6016, 1475-3995Veröffentlicht: Oxford Blackwell Publishing Ltd 01.11.2014Veröffentlicht in International transactions in operational research (01.11.2014)“… In this paper, we set up fundamentals to model the portfolio's Beta as a random variable and propose a multiple objective stochastic portfolio selection model with random Beta …”
Volltext
Journal Article -
13
ISTMO: An interval reference point-based method for stochastic multiobjective programming problems
ISSN: 0377-2217, 1872-6860Veröffentlicht: Amsterdam Elsevier B.V 16.08.2009Veröffentlicht in European journal of operational research (16.08.2009)“… In this paper, we present an interactive algorithm (ISTMO) for stochastic multiobjective problems with continuous random variables …”
Volltext
Journal Article -
14
Multiple stage stochastic linear programming with multiple objectives: flexible decision making
ISSN: 2331-8422Veröffentlicht: Ithaca Cornell University Library, arXiv.org 05.07.2024Veröffentlicht in arXiv.org (05.07.2024)“… This leads to a multiple stage decision process. To optimize the variables in the first of two subsequent stages the stochastic problem is transformed into a deterministic program, called …”
Volltext
Paper -
15
Optimization of industry structure based on water environmental carrying capacity under uncertainty of the Huai River Basin within Shandong Province, China
ISSN: 0959-6526, 1879-1786Veröffentlicht: Elsevier Ltd 20.01.2016Veröffentlicht in Journal of cleaner production (20.01.2016)“… The inexact stochastic multiple objective programming (ISMOP) which integrates stochastic programming, interval linear programming, and multiple objective programming …”
Volltext
Journal Article -
16
Multi-objective stochastic programming for portfolio selection : Multiple objective programming and goal programming: New trends and applications
ISSN: 0377-2217Veröffentlicht: Amsterdam Elsevier 2007Veröffentlicht in European journal of operational research (2007)Volltext
Tagungsbericht -
17
Stochastic Non-linear Programming Model for a Multi-period Water Resource Allocation with Multiple Objectives
ISSN: 0920-4741, 1573-1650Veröffentlicht: Dordrecht Dordrecht : Springer Netherlands 01.10.2008Veröffentlicht in Water resources management (01.10.2008)“… Stochastic non-linear programming is applied to water resource allocation to accommodate this uncertainty across the time periods of the planning horizon …”
Volltext
Journal Article -
18
A multi-objective multi-period stochastic programming model for public debt management
ISSN: 0377-2217, 1872-6860Veröffentlicht: Amsterdam Elsevier B.V 16.08.2010Veröffentlicht in European journal of operational research (16.08.2010)“… stochastic programming model that captures the trade-offs between the objectives. The model is designed to aid the decision makers in formulating the debt issuance strategy …”
Volltext
Journal Article -
19
Day surgery appointment scheduling with patient preferences and stochastic operation duration
ISSN: 1878-7401, 1878-7401Veröffentlicht: Netherlands 01.01.2021Veröffentlicht in Technology and health care (01.01.2021)“… A multiple objective stochastic programming model is constructed to seek a satisfactory surgical scheduling for both patients and hospitals under different scenarios …”
Weitere Angaben
Journal Article -
20
Stochastic facility and transfer point covering problem with a soft capacity constraint
ISSN: 0969-6016, 1475-3995Veröffentlicht: Oxford Blackwell Publishing Ltd 01.11.2017Veröffentlicht in International transactions in operational research (01.11.2017)“… Therefore, a soft capacity constraint for the facilities and a second objective to minimize the overtime in the facility with highest assigned demand are proposed …”
Volltext
Journal Article