Bi-objective mean-variance method based on Chebyshev inequality bounds for multi-objective stochastic problems
Hannan Amoozad Mahdiraji, Seyed Hossein Razavi Hajiagha, Shide Sadat Hashemi and Edmundas Kazimieras Zavadskas
| Year of publication: |
2018
|
|---|---|
| Authors: | Mahdiraji, Hannan Amoozad ; Hajiagha, Seyed Hossein Razavi ; Hashemi, Shide Sadat ; Zavadskas, Edmundas Kazimieras |
| Published in: |
RAIRO / Operations research. - Les Ulis : EDP Sciences, ISSN 0399-0559, ZDB-ID 1481534-5. - Vol. 52.2018, 4/5, p. 1201-1217
|
| Subject: | Multi-objective decision-making | stochastic programming | mean-variance criterion | fuzzy set based approach | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Fuzzy-Set-Theorie | Fuzzy sets | Portfolio-Management | Portfolio selection | Evolutionärer Algorithmus | Evolutionary algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1051/ro/2018018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011987285