Equity portfolio construction and selection using multiobjective mathematical programming

Journal of Global Optimization ◽

10.1007/s10898-009-9465-4 ◽

2009 ◽

Vol 47 (2) ◽

pp. 185-209 ◽

Author(s):

Panagiotis Xidonas ◽

George Mavrotas ◽

John Psarras

Keyword(s):

Mathematical Programming ◽

Portfolio Construction ◽

Multiobjective Mathematical Programming

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Stochastic versus fuzzy approaches to multiobjective mathematical programming under uncertainty

European Journal of Operational Research ◽

10.1016/0377-2217(91)90349-z ◽

1991 ◽

Vol 52 (1) ◽

pp. 126-127

Keyword(s):

Mathematical Programming ◽

Multiobjective Mathematical Programming

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Stochastic versus fuzzy approaches to multiobjective mathematical programming under uncertainty

10.1016/0005-1098(93)90082-5 ◽

1993 ◽

Vol 29 (3) ◽

pp. 803

Author(s):

P. Kloeden

Keyword(s):

Mathematical Programming ◽

Multiobjective Mathematical Programming

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Joint economic and emission dispatch in energy markets: A multiobjective mathematical programming approach

Energy ◽

10.1016/j.energy.2009.12.007 ◽

2010 ◽

Vol 35 (3) ◽

pp. 1497-1504 ◽

Author(s):

V. Vahidinasab ◽

S. Jadid

Keyword(s):

Mathematical Programming ◽

Energy Markets ◽

Programming Approach ◽

Mathematical Programming Approach ◽

Multiobjective Mathematical Programming ◽

Emission Dispatch

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Comparing multiobjective mathematical programming methods in the light of data envelopment analysis

Journal of Interdisciplinary Mathematics ◽

10.1080/09720502.2002.10700318 ◽

2002 ◽

Vol 5 (3) ◽

pp. 221-230 ◽

Author(s):

Elias K. Maragos ◽

Dimitris K. Despotis

Keyword(s):

Data Envelopment Analysis ◽

Mathematical Programming ◽

Data Envelopment ◽

Multiobjective Mathematical Programming

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Mixed symmetric duality in non-differentiable multiobjective mathematical programming

European Journal of Operational Research ◽

10.1016/j.ejor.2006.04.041 ◽

2007 ◽

Vol 181 (1) ◽

pp. 1-9 ◽

Author(s):

S.K. Mishra ◽

S.Y. Wang ◽

K.K. Lai ◽

F.M. Yang

Keyword(s):

Mathematical Programming ◽

Symmetric Duality ◽

Multiobjective Mathematical Programming

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Multiobjective Mathematical Programming with Inexact Data

Stochastic Versus Fuzzy Approaches to Multiobjective Mathematical Programming under Uncertainty ◽

10.1007/978-94-009-2111-5_20 ◽

1990 ◽

pp. 395-418 ◽

Author(s):

I. M. Stancu-Minasian ◽

St. Tigan

Keyword(s):

Mathematical Programming ◽

Inexact Data ◽

Multiobjective Mathematical Programming

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Multiobjective mathematical programming models for acid rain control

European Journal of Operational Research ◽

10.1016/0377-2217(88)90226-3 ◽

1988 ◽

Vol 35 (3) ◽

pp. 365-377 ◽

Author(s):

J.Hugh Ellis

Keyword(s):

Mathematical Programming ◽

Acid Rain ◽

Programming Models ◽

Mathematical Programming Models ◽

Multiobjective Mathematical Programming

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Stochastic Wind-Thermal Generation Scheduling Considering Emission Reduction: A Multiobjective Mathematical Programming Approach

2011 Asia-Pacific Power and Energy Engineering Conference ◽

10.1109/appeec.2011.5748964 ◽

2011 ◽

Author(s):

M. A. Khorsand ◽

A. Zakariazadeh ◽

S. Jadid

Keyword(s):

Mathematical Programming ◽

Emission Reduction ◽

Programming Approach ◽

Thermal Generation ◽

Generation Scheduling ◽

Mathematical Programming Approach ◽

Multiobjective Mathematical Programming

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F-PRG: a front end to mathematical problem solvers for fuzzy multiobjective mathematical programming problem with fuzzy goals and fuzzy parameters [for F-PRG read F-PROG]

Proceedings of IEEE 5th International Fuzzy Systems ◽

10.1109/fuzzy.1996.551760 ◽

2002 ◽

Author(s):

M. de Cabello ◽

V. Cross

Keyword(s):

Mathematical Programming ◽

Programming Problem ◽

Mathematical Problem ◽

Mathematical Programming Problem ◽

Front End ◽

Fuzzy Goals ◽

Multiobjective Mathematical Programming ◽

Problem Solvers ◽

Fuzzy Parameters

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Second-order optimality conditions with the envelope-like effect in nonsmooth multiobjective mathematical programming I:l-stability and set-valued directional derivatives

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2012.12.076 ◽

2013 ◽

Vol 403 (2) ◽

pp. 695-702 ◽

Author(s):

Phan Quoc Khanh ◽

Nguyen Dinh Tuan

Keyword(s):

Mathematical Programming ◽

Optimality Conditions ◽

Second Order ◽

Directional Derivatives ◽

Second Order Optimality Conditions ◽

Multiobjective Mathematical Programming

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