Water, energy and food are essential resources for human life; however, their security is increasingly threatened worldwide by climate change, urbanization, and population growth. The Nexus approach, conceptualized in 2011 by the Bonn Nexus Conference, addresses the interconnections and trade-offs of water-energy-food systems and analyzes the interdisciplinary and transdisciplinary dimensions of these systems with a systemic approach. This bibliographic review aims at showing how multi-actor perspectives and objectives on water-energy-food nexus systems are modeled together with socio-ecological considerations. It sheds light on the major techniques found in the literature to do so; mathematical modeling, participative approaches and multi-criteria decision-making. This paper identifies commonalities between models developed at similar spatio-temporal scales and decision levels. It also highlights literature gaps and outlines research challenges.