Some Optimality Criteria of Interval Programming Problems

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dc.authoridKaraman, Emrah/0000-0002-0466-3827
dc.contributor.authorKaraman, Emrah
dc.date.accessioned2024-09-29T15:54:48Z
dc.date.available2024-09-29T15:54:48Z
dc.date.issued2021
dc.departmentKarabük Üniversitesien_US
dc.description.abstractIn this work, interval programming problems are considered for financial investment and optimality criteria. An order relation, defined by Ishibuchi and Tanaka for maximization problems, is used to obtain the solution of the problems. A real-life example, related to investment, and its solution are given. Necessary and sufficient optimality criteria including weak and strongly solution for interval programming problems are introduced via basic calculus rule, scalarization, and vectorization.en_US
dc.identifier.doi10.1007/s40840-020-01012-8
dc.identifier.endpage1400en_US
dc.identifier.issn0126-6705
dc.identifier.issn2180-4206
dc.identifier.issue3en_US
dc.identifier.scopus2-s2.0-85091023777en_US
dc.identifier.scopusqualityQ2en_US
dc.identifier.startpage1387en_US
dc.identifier.urihttps://doi.org/10.1007/s40840-020-01012-8
dc.identifier.urihttps://hdl.handle.net/20.500.14619/4298
dc.identifier.volume44en_US
dc.identifier.wosWOS:000569285200001en_US
dc.identifier.wosqualityQ1en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherSpringernatureen_US
dc.relation.ispartofBulletin of the Malaysian Mathematical Sciences Societyen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectInterval programming problemen_US
dc.subjectScalarizationen_US
dc.subjectVectorizationen_US
dc.subjectOptimality criteriaen_US
dc.titleSome Optimality Criteria of Interval Programming Problemsen_US
dc.typeArticleen_US

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