Search Results - subject:"Postoptimality"

Approach for integrated product variant allocation and configuration adaption of global production networks featuring post-optimality analysis

Hochdörffer, Jan; Klenk, Felix; Fusen, Thomas; … - In: International journal of production research 60 (2022) 7, pp. 2168-2192

Persistent link: https://www.econbiz.de/10013375315

Selection of a representative value function in robust multiple criteria ranking and choice

Kadziński, Miłosz; Greco, Salvatore; Słowiński, Roman - In: European Journal of Operational Research 217 (2012) 3, pp. 541-553

We introduce the concept of a representative value function in robust ordinal regression applied to multiple criteria ranking and choice problems. The proposed method can be seen as a new interactive UTA-like procedure, which extends the UTAGMS and GRIP methods. The preference information...

Persistent link: https://www.econbiz.de/10011052642

Postoptimality for mean-risk stochastic mixed-integer programs and its application

Chen, Zhiping; Zhang, Feng; Yang, Li - In: Computational Statistics 74 (2011) 3, pp. 445-465

technique is adopted in this paper for the postoptimality analysis of the mean-risk models with respect to changes in the … second stage problem are all random. The postoptimality conclusions of the model are then established. The obtained results … with respect to the probability distribution. The current postoptimality results for stochastic programs are improved …

Persistent link: https://www.econbiz.de/10010847589

Postoptimality for mean-risk stochastic mixed-integer programs and its application

Chen, Zhiping; Zhang, Feng; Yang, Li - In: Mathematical Methods of Operations Research 74 (2011) 3, pp. 445-465

Persistent link: https://www.econbiz.de/10010950021

A sequential method for a class of pseudoconcave fractional problems

Carosi, Laura; Martein, Laura - In: Central European Journal of Operations Research 16 (2008) 2, pp. 153-164

Persistent link: https://www.econbiz.de/10008515661

Portfolio optimization via stochastic programming: Methods of output analysis

Dupačová, Jitka - In: Computational Statistics 50 (1999) 2, pp. 245-270

Solutions of portfolio optimization problems are often influenced by errors or misspecifications due to approximation, estimation and incomplete information. Selected methods for analysis of results obtained by solving stochastic programs are presented and their scope illustrated on generic...

Persistent link: https://www.econbiz.de/10010847699

Portfolio optimization via stochastic programming: Methods of output analysis

Dupačová, Jitka - In: Mathematical Methods of Operations Research 50 (1999) 2, pp. 245-270

Persistent link: https://www.econbiz.de/10010999725