Ogryczak Wodzimierz

Wodzimierz Ogryczak

Information about the author Wodzimierz Ogryczak will soon be added to the site.
Found 17 papers in total
Linear optimizationwith multiple equitable criteria
Linear optimizationwith multiple equitable criteria
1999
The standard multiple criteria optimization starts with an assumption that the...
Conditional median as a robust solution concept for uncapacitated location problems
Conditional median as a robust solution concept for uncapacitated location problems
2010
While making location decisions, one intends to increase effects (reduce distances)...
Inequality measures and equitable locations
Inequality measures and equitable locations
2009
While making location decisions, the distribution of distances (outcomes) among the...
LP solvable models for portfolio optimization: A classification and computational comparison
LP solvable models for portfolio optimization: A classification and computational comparison
2003
The Markowitz model of portfolio optimization quantifies the problem in a lucid form...
Conditional value at risk and related linear programming models for portfolio optimization
Conditional value at risk and related linear programming models for portfolio optimization
2007
Many risk measures have been recently introduced which (for discrete random variables)...
LP solvable models for portfolio optimization: a classification and computational comparison
LP solvable models for portfolio optimization: a classification and computational comparison
2003
The Markowitz model of portfolio optimization quantifies the problem in a lucid form...
Equitable aggregations and multiple criteria analysis
Equitable aggregations and multiple criteria analysis
2004
In the past decade, increasing interest in equity issues resulted in new methodologies...
Dual stochastic dominance and quantile risk measures
Dual stochastic dominance and quantile risk measures
2002
Following the seminal work by Markowitz, the portfolio selection problem is usually...
On linear programming solvable models for portfolio selection
On linear programming solvable models for portfolio selection
2003
The Markowitz model for single period portfolio optimization quantifies the problem by...
On multiple criteria decision support for suppliers on the competitive electric power market
On multiple criteria decision support for suppliers on the competitive electric power market
2003
As an active participant of a competitive energy market, the generator (the energy...
Conditional median: A parametric solution concept for location problems
Conditional median: A parametric solution concept for location problems
2002
Classical approaches to location problems are based on the minimization of the average...
Extending the mean absolute deviation portfolio optimization model to incorporate downside risk aversion
Extending the mean absolute deviation portfolio optimization model to incorporate downside risk aversion
2001
A mathematical model of portfolio optimization is usually represented as a bicriteria...
On consistency of stochastic dominance and mean-semideviation models
On consistency of stochastic dominance and mean-semideviation models
2001
We analyze relations between two methods frequently used for modeling the choice among...
Multiple criteria linear programming model for portfolio selection
Multiple criteria linear programming model for portfolio selection
2000
The portfolio selection problem is usually considered as a bicriteria optimization...
From stochastic dominance to mean-risk models: Semideviations as risk measures
From stochastic dominance to mean-risk models: Semideviations as risk measures
1999
Two methods are frequently used for modeling the choice among uncertain outcomes:...
On modeling multiple choice requirements for simple mixed integer programming solvers
On modeling multiple choice requirements for simple mixed integer programming solvers
1996
This note introduces the Special Ordered Inequalities (SOI) as a new technique for...
A Goal Programming model of the reference point method
A Goal Programming model of the reference point method
1994
Real-life decision problems are usually so complex they cannot be modeled with a...
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