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Decision-maker's preferences modeling in the stochastic goal programming

Citations

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Cited by:

  1. Hatem Masri, 2017. "A multiple stochastic goal programming approach for the agent portfolio selection problem," Annals of Operations Research, Springer, vol. 251(1), pages 179-192, April.
  2. Abdelaziz, Fouad Ben & Aouni, Belaid & Fayedh, Rimeh El, 2007. "Multi-objective stochastic programming for portfolio selection," European Journal of Operational Research, Elsevier, vol. 177(3), pages 1811-1823, March.
  3. Javier León & Justo Puerto & Begoña Vitoriano, 2020. "A Risk-Aversion Approach for the Multiobjective Stochastic Programming Problem," Mathematics, MDPI, vol. 8(11), pages 1-26, November.
  4. Laila Messaoudi & Belaid Aouni & Abdelwaheb Rebai, 2017. "Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection," Annals of Operations Research, Springer, vol. 251(1), pages 193-204, April.
  5. Abdelaziz, Fouad Ben, 2012. "Solution approaches for the multiobjective stochastic programming," European Journal of Operational Research, Elsevier, vol. 216(1), pages 1-16.
  6. Murat Köksalan & Ceren Tuncer Şakar, 2016. "An interactive approach to stochastic programming-based portfolio optimization," Annals of Operations Research, Springer, vol. 245(1), pages 47-66, October.
  7. Umar Muhammad Modibbo & Irfan Ali & Aquil Ahmed, 2021. "Multi-objective optimization modelling for analysing sustainable development goals of Nigeria: Agenda 2030," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(6), pages 9529-9563, June.
  8. Cinzia Colapinto & Raja Jayaraman & Simone Marsiglio, 2017. "Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review," Annals of Operations Research, Springer, vol. 251(1), pages 7-40, April.
  9. Raja Jayaraman & Cinzia Colapinto & Danilo Liuzzi & Davide Torre, 2017. "Planning sustainable development through a scenario-based stochastic goal programming model," Operational Research, Springer, vol. 17(3), pages 789-805, October.
  10. Engau, Alexander & Sigler, Devon, 2020. "Pareto solutions in multicriteria optimization under uncertainty," European Journal of Operational Research, Elsevier, vol. 281(2), pages 357-368.
  11. Belaid AOUNI & Cinzia COLAPINTO & Davide LA TORRE, 2008. "Solving stochastic multi-objective programming through the GP model," Departmental Working Papers 2008-18, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  12. Irfan Ali & Umar Muhammad Modibbo & Jahangir Chauhan & Maryam Meraj, 2021. "An integrated multi-objective optimization modelling for sustainable development goals of India," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(3), pages 3811-3831, March.
  13. Bravo, Mila & Gonzalez, Ignacio, 2009. "Applying stochastic goal programming: A case study on water use planning," European Journal of Operational Research, Elsevier, vol. 196(3), pages 1123-1129, August.
  14. Alireza Azimian & Belaid Aouni, 2017. "Supply chain management through the stochastic goal programming model," Annals of Operations Research, Springer, vol. 251(1), pages 351-365, April.
  15. Belaïd Aouni & Cinzia Colapinto & Davide Torre, 2013. "A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making," Annals of Operations Research, Springer, vol. 205(1), pages 77-88, May.
  16. Zheng-Yun Zhuang & Chi-Kit Ho & Paul Juinn Bing Tan & Jia-Ming Ying & Jin-Hua Chen, 2020. "The Optimal Setting of A/B Exam Papers without Item Pools: A Hybrid Approach of IRT and BGP," Mathematics, MDPI, vol. 8(8), pages 1-29, August.
  17. Kanellopoulos, A. & Gerdessen, J.C. & Claassen, G.D.H., 2015. "Compromise programming: Non-interactive calibration of utility-based metrics," European Journal of Operational Research, Elsevier, vol. 244(2), pages 519-524.
  18. Muñoz, María M. & Abdelaziz, Fouad Ben, 2012. "Satisfactory solution concepts and their relations for Stochastic Multiobjective Programming problems," European Journal of Operational Research, Elsevier, vol. 220(2), pages 430-442.
  19. Aouni, Belaid & Colapinto, Cinzia & La Torre, Davide, 2014. "Financial portfolio management through the goal programming model: Current state-of-the-art," European Journal of Operational Research, Elsevier, vol. 234(2), pages 536-545.
  20. Meryem Masmoudi & Fouad Ben Abdelaziz, 2018. "Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models," Annals of Operations Research, Springer, vol. 267(1), pages 335-352, August.
  21. Chang, Ching-Ter & Chung, Cheng-Kung & Sheu, Jiuh-Biing & Zhuang, Zheng-Yun & Chen, Huang-Mu, 2014. "The optimal dual-pricing policy of mall parking service," Transportation Research Part A: Policy and Practice, Elsevier, vol. 70(C), pages 223-243.
  22. John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales, 2016. "Design Of A Investment Portfolio Using Non-Linear Programming: Case Of Colombia 2013-2014, Diseno De Un Portafolio De Inversion A Partir De Un Modelo De Programacion No Lineal: Caso Colombia 2013-2014," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 9(2), pages 31-47.
  23. M. Verma & R. Shrivastava & R. Tripathi, 2010. "Evaluation of Min–Max, Weighted and Preemptive Goal Programming Techniques with Reference to Mahanadi Reservoir Project Complex," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 24(2), pages 299-319, January.
  24. Ballestero, Enrique & Bravo, Mila & Pérez-Gladish, Blanca & Arenas-Parra, Mar & Plà-Santamaria, David, 2012. "Socially Responsible Investment: A multicriteria approach to portfolio selection combining ethical and financial objectives," European Journal of Operational Research, Elsevier, vol. 216(2), pages 487-494.
  25. Bhattacharya, U.K., 2009. "A chance constraints goal programming model for the advertising planning problem," European Journal of Operational Research, Elsevier, vol. 192(2), pages 382-395, January.
  26. Noushin Bagheri, 2021. "Deterministic goal programming approach for Islamic portfolio selection," Operational Research, Springer, vol. 21(3), pages 1447-1459, September.
  27. Álvarez-Miranda, Eduardo & Garcia-Gonzalo, Jordi & Ulloa-Fierro, Felipe & Weintraub, Andrés & Barreiro, Susana, 2018. "A multicriteria optimization model for sustainable forest management under climate change uncertainty: An application in Portugal," European Journal of Operational Research, Elsevier, vol. 269(1), pages 79-98.
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