Optimization with stochastic preferences based on a general class of scalarization functions
Nilay Noyan, Gábor Rudolf
| Year of publication: |
March-April 2018
|
|---|---|
| Authors: | Noyan, Nilay ; Rudolf, Gábor |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 66.2018, 2, p. 463-486
|
| Subject: | stochastic programming | multicriteria | multivariate risk | coherent risk measures | conditional value-at-risk | stochastic dominance | cut generation | Risikomaß | Risk measure | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Risiko | Risk | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2017.1671 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011845995