References
- BalibekEKöksalanMA multi-objective multi-period stochastic programming model for public debt managementEuropean Journal of Operational Research2010205120521710.1016/j.ejor.2009.12.001
- BenayounRMontgolfierJTergnyJLaritchevOLinear programming with multiple objective functions: Step method (STEM)Mathematical Programming19711136637510.1007/BF01584098
- Di DomenicaNMitraGValentePBirbilisGStochastic programming and scenario generation within a simulation framework. An information systems perspectiveDecision Support Systems20074242197221810.1016/j.dss.2006.06.013
- DupacovaJConsigliGWallaceSWScenarios for multistage stochastic programsAnnals of Operations Research20001001–4255310.1023/A:1019206915174
- GoicoecheaAHansenDRDucksteinLMulti-objective Decision Analysis with Engineering and Business Applications1982
- Grill T and Östberg H (2003). A financial optimization approach to quantitative analysis of long term government debt management in Sweden. Masters Thesis at the Division of Optimization, Department of Mathematics, Linking Institute of Technology, http://www.mai.liu.se/~johan/papers/exjobb/HakanTomas.pdf, accessed 1 December 2011.
- JohnsonRAWichernDWApplied Multivariate Statistical Analysis2002
- Kaut M and Wallace SW (2003). Evaluation of scenario-generation methods for stochastic programming. Stochastic Programming E-Print Series (SPEPS). Nr.14, www.speps.org, accessed 31 August 2006.
- KorhonenPLaaksoJA visual interactive method for solving the multiple criteria problemEuropean Journal of Operational Research198624227728710.1016/0377-2217(86)90050-0
- MacQueenJBSome methods for classification and analysis of multivariate observationsProceedings of 5th Berkeley Symposium on Mathematical Statistics and Probability1967281297
- MiettinenKRuizFWierzbickiAPIntroduction to multiobjective optimization: Interactive approachesMultiobjective Optimization: Interactive and Evolutionary Approaches20082757
- MuñozMMRuizFISTMO: An interval reference point-based method for stochastic multiobjective programming modelsEuropean Journal of Operational Research20091971277287
- Organisation for Economic Cooperation and Development (OECD) (2005). Advances in Risk Management of Public Debt, Vol. 6. OECD Publishing: Paris.
- Stancu-MinasianIMStochastic Programming with Multiple Objective Functions1984
- SteuerREMultiple Criteria Optimization: Theory, Computation and Application1986
- TeghemJDufraneDThauvoyeMKunschPSTRANGE: An interactive method for multi-objective linear programming under uncertaintyEuropean Journal of Operational Research1986261658210.1016/0377-2217(86)90160-8
- UrliBNadeauRPROMISE/scenarios: An interactive method for multiobjective stochastic linear programming under partial uncertaintyEuropean Journal of Operational Research2004155236137210.1016/S0377-2217(02)00859-7
- YuLYJiXDWangSYStochastic programming models in financial optimization: A surveyAdvanced Modeling and Optimization200351175201