Minimax rule for energy optimization
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Publication:1648280
DOI10.1016/j.compfluid.2016.08.014zbMath1390.90625OpenAlexW2514001916MaRDI QIDQ1648280
Ionut Traian Luca, A. S. Makhalov
Publication date: 27 June 2018
Published in: Computers and Fluids (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.compfluid.2016.08.014
Applications of mathematical programming (90C90) Minimax problems in mathematical programming (90C47) Multi-objective and goal programming (90C29) Sensitivity, stability, parametric optimization (90C31) Existence of solutions for minimax problems (49J35) Portfolio theory (91G10)
Uses Software
Cites Work
- A risk index model for multi-period uncertain portfolio selection
- Proper efficiency and the theory of vector maximization
- Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives
- Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
- Portfolio Optimization Under a Minimax Rule
- Duality in Vector Optimization
- Sensitivity Analysis for Mean-Variance Portfolio Problems
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