Proper efficiency and tradeoffs in multiple criteria and stochastic optimization
Alexander Engau
| Year of publication: |
February 2017
|
|---|---|
| Authors: | Engau, Alexander |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 42.2017, 1, p. 119-134
|
| Subject: | proper efficiency | tradeoffs | multicriteria optimization | multiobjective programming | stochastic optimization | stochastic programming | robust optimization | linear scalarization | weighted sum method | augmented Tchebycheff norm | expected value function | decision making under uncertainty | Theorie | Theory | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Entscheidung | Decision | Dynamische Optimierung | Dynamic programming | Entscheidung unter Unsicherheit | Decision under uncertainty | Portfolio-Management | Portfolio selection | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2016.0796 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011654582