Suchergebnisse - Multiple objective stochastic programming

  1. 1

    Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models von Masmoudi, Meryem, Abdelaziz, Fouad Ben

    ISSN: 0254-5330, 1572-9338
    Veröffentlicht: New York Springer US 01.08.2018
    Veröffentlicht 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. 2

    A multiple objective stochastic programming model for working capital management von Masri, Hatem, Abdulla, Yomna

    ISSN: 0040-1625, 1873-5509
    Veröffentlicht: New York Elsevier Inc 01.06.2018
    Veröffentlicht 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. 3

    A multi-objective stochastic programming approach for supply chain design considering risk von Azaron, A., Brown, K.N., Tarim, S.A., Modarres, M.

    ISSN: 0925-5273, 1873-7579
    Veröffentlicht: Amsterdam Elsevier B.V 01.11.2008
    Veröffentlicht 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. 4

    A Bi-objective stochastic programming model for the household waste collection and transportation problem: case of the city of Sousse von Jammeli, Haifa, Argoubi, Majdi, Masri, Hatem

    ISSN: 1109-2858, 1866-1505
    Veröffentlicht: Berlin/Heidelberg Springer Berlin Heidelberg 01.09.2021
    Veröffentlicht 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. 5

    Iterative Solution Process for Multiple Objective Stochastic Linear Programming Problems Under Fuzzy Environment von Garai, Arindam, Mandal, Palash, Roy, Tapan Kumar

    ISSN: 1616-8658, 1616-8666
    Veröffentlicht: Abingdon Taylor & Francis 02.10.2018
    Veröffentlicht 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. 6

    A Multistage Stochastic Programming Model with Multiple Objectives for the Optimal Issuance of Corporate Bonds von Yang, Ruicheng, Hu, Zinan

    ISSN: 1026-0226, 1607-887X
    Veröffentlicht: New York Hindawi 2022
    Veröffentlicht 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. 7

    Decision-Maker's Preferences for Modeling Multiple Objective Stochastic Linear Programming Problems von Fatima Bellahcene

    ISSN: 2081-8858, 2391-6060
    Veröffentlicht: Wrocław University of Science and Technology 01.01.2019
    Veröffentlicht 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. 8

    A Bi-objective Covering Location Problem: Case of ambulance location in the Beirut area, Lebanon von El Itani, Bilal, Ben Abdelaziz, Fouad, Masri, Hatem

    ISSN: 0025-1747, 1758-6070
    Veröffentlicht: London Emerald Group Publishing Limited 11.02.2019
    Veröffentlicht 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. 9

    Cutting plane method for multiple objective stochastic integer linear programming von Abbas, Moncef, Bellahcene, Fatima

    ISSN: 0377-2217, 1872-6860
    Veröffentlicht: Amsterdam Elsevier B.V 01.02.2006
    Veröffentlicht 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. 10

    Integrated multi-objective stochastic fuzzy programming and AHP method for agricultural water and land optimization allocation under multiple uncertainties von Ren, Chongfeng, Li, Zhehao, Zhang, Hongbo

    ISSN: 0959-6526, 1879-1786
    Veröffentlicht: Elsevier Ltd 10.02.2019
    Veröffentlicht 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. 11

    Model for Working Capital Management of Micro, Small and Medium Enterprises in Indonesia by Using Multiple Objective Stochastic Programming von Gultom, Parapat, Widyasari, Rina, Suyanto, Marpaung, Jonathan Liviera

    ISSN: 2656-1514, 2656-1514
    Veröffentlicht: 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. 12

    A multiple objective stochastic portfolio selection problem with random Beta von Abdelaziz, Fouad Ben, Masmoudi, Meryem

    ISSN: 0969-6016, 1475-3995
    Veröffentlicht: Oxford Blackwell Publishing Ltd 01.11.2014
    Veröffentlicht 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. 13

    ISTMO: An interval reference point-based method for stochastic multiobjective programming problems von Muñoz, Maria M., Ruiz, Francisco

    ISSN: 0377-2217, 1872-6860
    Veröffentlicht: Amsterdam Elsevier B.V 16.08.2009
    Veröffentlicht 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. 14

    Multiple stage stochastic linear programming with multiple objectives: flexible decision making von Hamel, Andreas H, Löhne, Andreas

    ISSN: 2331-8422
    Veröffentlicht: Ithaca Cornell University Library, arXiv.org 05.07.2024
    Veröffentlicht 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. 15

    Optimization of industry structure based on water environmental carrying capacity under uncertainty of the Huai River Basin within Shandong Province, China von Li, Na, Yang, Hong, Wang, Lachun, Huang, Xianjin, Zeng, Chunfen, Wu, Hao, Ma, Xiaoxue, Song, Xuetao, Wei, Yanan

    ISSN: 0959-6526, 1879-1786
    Veröffentlicht: Elsevier Ltd 20.01.2016
    Veröffentlicht 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. 16
  17. 17

    Stochastic Non-linear Programming Model for a Multi-period Water Resource Allocation with Multiple Objectives von Higgins, Andrew, Archer, Ainsley, Hajkowicz, Stefan

    ISSN: 0920-4741, 1573-1650
    Veröffentlicht: Dordrecht Dordrecht : Springer Netherlands 01.10.2008
    Veröffentlicht 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. 18

    A multi-objective multi-period stochastic programming model for public debt management von Balibek, Emre, Köksalan, Murat

    ISSN: 0377-2217, 1872-6860
    Veröffentlicht: Amsterdam Elsevier B.V 16.08.2010
    Veröffentlicht 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. 19

    Day surgery appointment scheduling with patient preferences and stochastic operation duration von Wu, Qianyun, Xie, Naiming, Shao, Yuting

    ISSN: 1878-7401, 1878-7401
    Veröffentlicht: Netherlands 01.01.2021
    Veröffentlicht 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. 20

    Stochastic facility and transfer point covering problem with a soft capacity constraint von Ebrahimi Zade, Amir, Lotfi, M.M.

    ISSN: 0969-6016, 1475-3995
    Veröffentlicht: Oxford Blackwell Publishing Ltd 01.11.2017
    Veröffentlicht 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