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  • Search: subject:"Multiobjective mathematical programming"
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Year of publication
Subject
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Multiobjective mathematical programming 4 Athens Stock Exchange 2 Greece 2 MILP 2 MMP 2 equities 2 investment policy statement 2 mixed-integer linear programming 2 multiobjective mathematical programming 2 portfolio construction 2 portfolio selection 2 $$\varepsilon$$ -efficiency 1 Coalition 1 Electricity market 1 Emission control 1 Emission/economic load dispatch 1 Equities 1 Game theory 1 Koalition 1 Mathematical programming 1 Mathematische Optimierung 1 Normal form game 1 Parametric representation 1 Portfolio optimization 1 Scalarization 1 Spieltheorie 1 Weighting method 1 coalitional ZP-equilibrium 1 undetermined parameter 1 ε-Constraint method 1
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Undetermined 4
Type of publication
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Article 6
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 5 English 1
Author
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Mavrotas, George 3 Psarras, John 3 Xidonas, Panagiotis 3 Askounis, Dimitrios 2 Gutiérrez, C. 1 Jadid, S. 1 Jiménez, B. 1 Larbani, Moussa 1 Nessah, Rabia 1 Novo, V. 1 Tazdaït, Tarik 1 Vahidinasab, V. 1
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Published in...
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American Journal of Finance and Accounting 2 Computational Statistics 1 Energy 1 International game theory review 1 Journal of Global Optimization 1
Source
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RePEc 5 ECONIS (ZBW) 1
Showing 1 - 6 of 6
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Coalitional ZP-equilibrium in games and its existence
Nessah, Rabia; Larbani, Moussa; Tazdaït, Tarik - In: International game theory review 17 (2015) 3, pp. 1-18
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011392086
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Joint economic and emission dispatch in energy markets: A multiobjective mathematical programming approach
Vahidinasab, V.; Jadid, S. - In: Energy 35 (2010) 3, pp. 1497-1504
emission/economic dispatch (MEED) which is formulated as a constrained nonlinear multiobjective mathematical programming (MMP …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011053164
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Equity portfolio construction and selection using multiobjective mathematical programming
Xidonas, Panagiotis; Mavrotas, George; Psarras, John - In: Journal of Global Optimization 47 (2010) 2, pp. 185-209
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008486622
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Multiple objectives in portfolio construction
Xidonas, Panagiotis; Mavrotas, George; Askounis, Dimitrios - In: American Journal of Finance and Accounting 1 (2009) 3, pp. 239-255
solved through the augmented e-constrained (AUGMECON) method, a novel a posteriori Multiobjective Mathematical Programming …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005048740
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Cover Image
Multiple objectives in portfolio construction
Xidonas, Panagiotis; Mavrotas, George; Askounis, Dimitrios - In: American Journal of Finance and Accounting 1 (2009) 3, pp. 239-255
solved through the augmented e-constrained (AUGMECON) method, a novel a posteriori Multiobjective Mathematical Programming …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008539449
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Cover Image
On Approximate Efficiency in Multiobjective Programming
Gutiérrez, C.; Jiménez, B.; Novo, V. - In: Computational Statistics 64 (2006) 1, pp. 165-185
This paper is focused on approximate ( $$\varepsilon$$ -efficient) solutions of multiobjective mathematical programs. We introduce a new $$\varepsilon$$ -efficiency concept which extends and unifies different notions of approximate solution defined in the literature. We characterize these...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010759222
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