Search Results - subject:"Multi objective programming"

Portfolio selection models based on characteristics of return distributions

Lipinski, Paweł Wnuk - Wydział Nauk Ekonomicznych, Uniwersytet Warszawski - 2013

criteria as mean, variance, skewness, kurtosis and transaction costs are analyzed. The method of fuzzy multi-objective … programming is used to transform multiple conflicting criteria into a single objective problem and to find optimal portfolios. In …

Persistent link: https://www.econbiz.de/10010667202

Multi-Objective Programming for Supplier Selection and Order Allocation Under Disruption Risk and Demand, Quality, and Delay Time Uncertainties

Assellaou, Hanane; Ouhbi, Brahim; Frikh, Bouchra - In: International Journal of Business Analytics (IJBAN) 5 (2018) 2, pp. 30-56

The purpose of this article is to develop a new stochastic multi objective optimization model to mitigate disruption risks while simultaneously addressing operational risks as well. Indeed, this model considers five objective functions for selecting a set of suppliers considering disruption risk...

Persistent link: https://www.econbiz.de/10012043201

A Hybrid Approach Based on LP Metric Method and Genetic Algorithm for the Vehicle-Routing Problem with Time Windows, Driver-Specific Times, and Vehicles-Specific Capacities

Asadi-Gangraj, Ebrahim; Nayeri, Sina - In: International Journal of Operations Research and … 9 (2018) 4, pp. 51-67

Due to increasing population, increasing number of vehicles as well as environmental pollution, planning vehicles efficiently one of important problems nowadays. This article proposes a Multi-Objective Mixed Integer Programming (MOMIP) model for the vehicle-routing problem with time windows,...

Persistent link: https://www.econbiz.de/10012046959

The fuzzy multi-objective optimisation model for a green supply chain under uncertainty

Fakhrzad, M. B.; Bazeli, Shakiba - In: International journal of value chain management : IJVCM 9 (2018) 4, pp. 330-342

Persistent link: https://www.econbiz.de/10011989248

A set optimization approach to zero-sum matrix games with multi-dimensional payoffs

Hamel, Andreas; Löhne, Andreas - In: Mathematical methods of operations research 88 (2018) 3, pp. 369-397

Persistent link: https://www.econbiz.de/10011949742

Mathematical model of financial investment risk

Yin, Deyu - In: Journal of mathematical finance 8 (2018) 1, pp. 127-136

Persistent link: https://www.econbiz.de/10011846199

Building organizational resilience in the face of multiple disruptions

Sahebjamnia, Navid; Torabi, S. Ali; Mansouri, S. Afshin - In: International journal of production economics 197 (2018), pp. 63-83

Persistent link: https://www.econbiz.de/10011820939

Modelling and analysis of a four stage supply chain under fuzzy environment

Hemalatha, S.; Rao, K. Narayana; Rambabu, G.; … - In: International journal of enterprise network management 9 (2018) 2, pp. 75-90

Persistent link: https://www.econbiz.de/10011961487

Efficiency improvement and resource estimation : a tradeoff analysis

Ghiyasi, Mojtaba - In: International journal of productivity and quality … 25 (2018) 2, pp. 151-169

Persistent link: https://www.econbiz.de/10011980028

On the increasing importance of multiple criteria decision aid methods for portfolio selection

Aouni, Belaïd; Doumpos, Michalis; Pérez-Gladish, Blanca; … - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1525-1542

Persistent link: https://www.econbiz.de/10012228234