A Bayesian approach to find Pareto optima in multiobjective programming problems using Sequential Monte Carlo algorithms
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DOI: 10.1016/j.omega.2017.05.009
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Cited by:
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- Mohammadali S. Monfared & Sayyed Ehsan Monabbati & Mahsa Mahdipour Azar, 2020. "Bi-objective optimization problems with two decision makers: refining Pareto-optimal front for equilibrium solution," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 42(2), pages 567-584, June.
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Keywords
Economics; Multicriteria decision making; Sequential Monte Carlo; Global optimization; Portfolio analysis;All these keywords.
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