Warianty tytułu
Języki publikacji
Abstrakty
The aim of the work is to present a method of ranking a finite set of discrete random variables. The proposed method is based on two approaches: the stochastic dominance model and the compromise hypersphere. Moreover, a numerical illustration of the method presented is given.(original abstract)
Rocznik
Tom
Strony
231--237
Opis fizyczny
Twórcy
autor
- University of Silesia in Katowice, Sosnowiec, Poland
Bibliografia
- Charnes A., Cooper W.W. (1957): Goal Programming and Mulitple Objective Optimization. "European Journal of Operational Research", 1, pp. 39-45.
- Gass S.I., Roy P.G. (2003): The Compromise Hypersphere for Multiobjective Linear Programming. "European Journal of Operational Research", 144, pp. 459-479.
- Koza J.R. (1992): Genetic Programming. Part 1. MIT Press, Cambridge, MA.
- Koza J.R. (1994): Genetic Programming. Part 2. MIT Press, Cambridge, MA.
- Levy H. (1992): Stochastic Dominance and Expected Utility: Survey and Analysis. "Management Science", 38, pp. 553-593.
- Ogryczak W., Ruszczyński A. (1999): From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures. "European Journal of Operational Research", 116, pp. 33-50.
- Ogryczak W., Romaszkiewicz A. (2001): Wielokryterialne podejście do optymalizacji portfela inwestycji. W: Modelowanie preferencji a ryzyko '01. Wydawnictwo Akademii Ekonomicznej, Katowice, pp. 327-338.
- Ogryczak W. (2002): Multiple Criteria Optimization and Decisions under Risk. "Control and Cybernetics", 31, pp. 975-1003.
- Shaked M., Shanthikumar J.G. (1993): Stochastic Orders and their Applications. Academic Press, Harcourt Brace, Boston.
- Zeleny M. (1982): Multiple Criteria Decision Making. McGraw-Hill, New York.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171231689