Distributional efficiency in multiobjective stochastic linear programming
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- Gal, Tomas, 1986. "On efficient sets in vector maximum problems -- A brief survey," European Journal of Operational Research, Elsevier, vol. 24(2), pages 253-264, February.
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- Gal, Tomas, 1977. "A general method for determining the set of all efficient solutions to a linear vectormaximum problem," European Journal of Operational Research, Elsevier, vol. 1(5), pages 307-322, September.
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- Russell, William R & Seo, Tae Kun, 1978. "Ordering Uncertain Prospects: The Multivariate Utility Functions Case," Review of Economic Studies, Wiley Blackwell, vol. 45(3), pages 605-10, October.
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- Kihlstrom, Richard E. & Mirman, Leonard J., 1974. "Risk aversion with many commodities," Journal of Economic Theory, Elsevier, vol. 8(3), pages 361-388, July.
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