Duality theory for infinite-dimensional multiobjective linear programming
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Cited by:
- N. Mahdavi-Amiri & F. Salehi Sadaghiani, 2017. "Strictly feasible solutions and strict complementarity in multiple objective linear optimization," 4OR, Springer, vol. 15(3), pages 303-326, September.
- Muñoz-Bouzo, María José, 1997. "Stochastic measures of financial markets efficiency and integration," DEE - Working Papers. Business Economics. WB 7018, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Hernández-Lerma, Onésimo & Romera, Rosario, 2000. "Pareto optimality in multiobjective Markov control processes," DES - Working Papers. Statistics and Econometrics. WS 9865, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- E. Galperin & P. Jimenez Guerra, 2001. "Duality of Nonscalarized Multiobjective Linear Programs: Dual Balance, Level Sets, and Dual Clusters of Optimal Vectors," Journal of Optimization Theory and Applications, Springer, vol. 108(1), pages 109-137, January.
- Balbás, Alejandro & Balbás, Raquel & Mayoral, Silvia, 2009. "Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm," European Journal of Operational Research, Elsevier, vol. 192(2), pages 603-620, January.
- Luc, Dinh The, 2011. "On duality in multiple objective linear programming," European Journal of Operational Research, Elsevier, vol. 210(2), pages 158-168, April.
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