Pages that link to "Item:Q2514713"

The following pages link to Robust multiobjective optimization \& applications in portfolio optimization (Q2514713):

Displayed 50 items.

• Minmax robustness for multi-objective optimization problems (Q297049) ‎ (← links)
• Robustness in nonsmooth nonlinear multi-objective programming (Q319993) ‎ (← links)
• A linearized value-at-risk model with transaction costs and short selling (Q320109) ‎ (← links)
• Bi-objective robust optimisation (Q322907) ‎ (← links)
• Ambiguity in risk preferences in robust stochastic optimization (Q323319) ‎ (← links)
• Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations (Q406645) ‎ (← links)
• Multi-objective minmax robust combinatorial optimization with cardinality-constrained uncertainty (Q723948) ‎ (← links)
• Robust portfolio optimization: a categorized bibliographic review (Q827129) ‎ (← links)
• Recent advancements in robust optimization for investment management (Q1621905) ‎ (← links)
• Dominance for multi-objective robust optimization concepts (Q1622793) ‎ (← links)
• A stochastic multiple gradient descent algorithm (Q1653361) ‎ (← links)
• Stability of local efficiency in multiobjective optimization (Q1670111) ‎ (← links)
• Decision uncertainty in multiobjective optimization (Q1679496) ‎ (← links)
• Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence (Q1681292) ‎ (← links)
• On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization (Q1681322) ‎ (← links)
• Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization (Q1683101) ‎ (← links)
• Min-ordering and max-ordering scalarization methods for multi-objective robust optimization (Q1713738) ‎ (← links)
• A unified framework for stochastic optimization (Q1719609) ‎ (← links)
• Primal worst and dual best in robust vector optimization (Q1719614) ‎ (← links)
• Robust multiobjective optimization with application to Internet routing (Q1730555) ‎ (← links)
• Robustness in deterministic vector optimization (Q1730805) ‎ (← links)
• Robust and sustainable supply chains under market uncertainties and different risk attitudes -- a case study of the German biodiesel market (Q1744521) ‎ (← links)
• An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) ‎ (← links)
• Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045) ‎ (← links)
• Robust counterparts and robust efficient solutions in vector optimization under uncertainty (Q1785362) ‎ (← links)
• The price of multiobjective robustness: analyzing solution sets to uncertain multiobjective problems (Q2030735) ‎ (← links)
• A hybrid algorithm for portfolio selection: an application on the Dow Jones Index (DJI) (Q2043186) ‎ (← links)
• Entropy based robust portfolio (Q2078711) ‎ (← links)
• Scalarization and robustness in uncertain vector optimization problems: a non componentwise approach (Q2079686) ‎ (← links)
• Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it (Q2140218) ‎ (← links)
• On approximate efficiency for nonsmooth robust vector optimization problems (Q2153390) ‎ (← links)
• LR-NIMBUS: an interactive algorithm for uncertain multiobjective optimization with lightly robust efficient solutions (Q2154456) ‎ (← links)
• An algorithmic approach to multiobjective optimization with decision uncertainty (Q2173509) ‎ (← links)
• Pareto uncertainty index for evaluating and comparing solutions for stochastic multiple objective problems (Q2178088) ‎ (← links)
• Characterization of norm-based robust solutions in vector optimization (Q2178894) ‎ (← links)
• On approximate solutions and saddle point theorems for robust convex optimization (Q2228362) ‎ (← links)
• Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach (Q2239941) ‎ (← links)
• Generalized multiobjective robustness and relations to set-valued optimization (Q2279632) ‎ (← links)
• A non-probabilistic methodology for reliable sustainability planning: an application to the Iraqi national irrigation system (Q2281810) ‎ (← links)
• Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality (Q2284639) ‎ (← links)
• Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) ‎ (← links)
• Three concepts of robust efficiency for uncertain multiobjective optimization problems via set order relations (Q2313759) ‎ (← links)
• On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty (Q2333017) ‎ (← links)
• Variation-aware clock network buffer sizing using robust multi-objective optimization (Q2358032) ‎ (← links)
• Omega-CVaR portfolio optimization and its worst case analysis (Q2362174) ‎ (← links)
• Robust gradient-based multiobjective optimization for the generation of well controls to maximize the net-present-value of production under geological uncertainty (Q2399816) ‎ (← links)
• Asymptotic multivariate dominance: a financial application (Q2404182) ‎ (← links)
• Proximal gradient methods for multiobjective optimization and their applications (Q2419509) ‎ (← links)
• Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints (Q2420789) ‎ (← links)
• Robust multiobjective portfolio optimization: a set order relations approach (Q2424793) ‎ (← links)