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INSDECM--an interactive procedure for stochastic multicriteria decision problems

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  • Nowak, Maciej

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  • Nowak, Maciej, 2006. "INSDECM--an interactive procedure for stochastic multicriteria decision problems," European Journal of Operational Research, Elsevier, vol. 175(3), pages 1413-1430, December.
  • Handle: RePEc:eee:ejores:v:175:y:2006:i:3:p:1413-1430
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    1. Whitmore, G A, 1970. "Third-Degree Stochastic Dominance," American Economic Review, American Economic Association, vol. 60(3), pages 457-459, June.
    2. A. M. Geoffrion & J. S. Dyer & A. Feinberg, 1972. "An Interactive Approach for Multi-Criterion Optimization, with an Application to the Operation of an Academic Department," Management Science, INFORMS, vol. 19(4-Part-1), pages 357-368, December.
    3. Daniel Kahneman & Amos Tversky, 2013. "Prospect Theory: An Analysis of Decision Under Risk," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 6, pages 99-127, World Scientific Publishing Co. Pte. Ltd..
    4. G. Hanoch & H. Levy, 1969. "The Efficiency Analysis of Choices Involving Risk," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 36(3), pages 335-346.
    5. Rothschild, Michael & Stiglitz, Joseph E., 1970. "Increasing risk: I. A definition," Journal of Economic Theory, Elsevier, vol. 2(3), pages 225-243, September.
    6. Martel, Jean-Marc & D'Avignon, Gilles R. & Couillard, Jean, 1986. "A fuzzy outranking relation in multicriteria decision making," European Journal of Operational Research, Elsevier, vol. 25(2), pages 258-271, May.
    7. Nowak, Maciej, 2004. "Preference and veto thresholds in multicriteria analysis based on stochastic dominance," European Journal of Operational Research, Elsevier, vol. 158(2), pages 339-350, October.
    8. Zaras, Kazimierz, 2001. "Rough approximation of a preference relation by a multi-attribute stochastic dominance for determinist and stochastic evaluation problems," European Journal of Operational Research, Elsevier, vol. 130(2), pages 305-314, April.
    9. Saaty, Thomas L. & Vargas, Luis G., 1987. "Uncertainty and rank order in the analytic hierarchy process," European Journal of Operational Research, Elsevier, vol. 32(1), pages 107-117, October.
    10. Sun, Minghe & Steuer, Ralph E., 1996. "InterQuad: An interactive quad tree based procedure for solving the discrete alternative multiple criteria problem," European Journal of Operational Research, Elsevier, vol. 89(3), pages 462-472, March.
    11. Ogryczak, Wlodzimierz & Ruszczynski, Andrzej, 1999. "From stochastic dominance to mean-risk models: Semideviations as risk measures," European Journal of Operational Research, Elsevier, vol. 116(1), pages 33-50, July.
    12. Stanley Zionts & Jyrki Wallenius, 1976. "An Interactive Programming Method for Solving the Multiple Criteria Problem," Management Science, INFORMS, vol. 22(6), pages 652-663, February.
    13. Hadar, Josef & Russell, William R, 1969. "Rules for Ordering Uncertain Prospects," American Economic Review, American Economic Association, vol. 59(1), pages 25-34, March.
    14. D'Avignon, G. R. & Vincke, Ph., 1988. "An outranking method under uncertainty," European Journal of Operational Research, Elsevier, vol. 36(3), pages 311-321, September.
    15. C. C. Huang & D. Kira & I. Vertinsky, 1978. "Stochastic Dominance Rules for Multi-attribute Utility Functions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 45(3), pages 611-615.
    16. Steuer, Ralph E. & Na, Paul, 2003. "Multiple criteria decision making combined with finance: A categorized bibliographic study," European Journal of Operational Research, Elsevier, vol. 150(3), pages 496-515, November.
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    Cited by:

    1. S. Meysam Mousavi & Fariborz Jolai & Reza Tavakkoli-Moghaddam, 2013. "A Fuzzy Stochastic Multi-Attribute Group Decision-Making Approach for Selection Problems," Group Decision and Negotiation, Springer, vol. 22(2), pages 207-233, March.
    2. Fan, Zhi-Ping & Liu, Yang & Feng, Bo, 2010. "A method for stochastic multiple criteria decision making based on pairwise comparisons of alternatives with random evaluations," European Journal of Operational Research, Elsevier, vol. 207(2), pages 906-915, December.
    3. Maciej Nowak, 2010. "Interactive Multicriteria Decision Aiding Under Risk—Methods and Applications," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 12(1), pages 69-91, October.
    4. Krzysztof S.Targiel, 2012. "Implementations of interactive multicriteria decision support methods in conditions of risk," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 22(3), pages 55-62.
    5. Su-min Yu & Zhi-jiao Du & Xu-dong Lin & Han-yang Luo & Jian-qiang Wang, 2020. "A Stochastic Dominance-Based Approach for Hotel Selection under Probabilistic Linguistic Environment," Mathematics, MDPI, vol. 8(9), pages 1-25, September.
    6. Maciej Nowak & Tadeusz Trzaskalik, 2022. "A trade-off multiobjective dynamic programming procedure and its application to project portfolio selection," Annals of Operations Research, Springer, vol. 311(2), pages 1155-1181, April.
    7. Tadeusz Trzaskalik & Sebastian Sitarz & Cezary Dominiak, 2019. "Bipolar method and its modifications," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 27(3), pages 625-651, September.
    8. Yunna Wu & Chuanbo Xu & Hu Xu, 2016. "Optimal Site Selection of Tidal Power Plants Using a Novel Method: A Case in China," Energies, MDPI, vol. 9(10), pages 1-26, October.
    9. repec:wut:journl:v:3:y:2012:id:1038 is not listed on IDEAS

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