Deep learning the efficient frontier of convex vector optimization problems
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Cites work
- A Benson-type algorithm for bounded convex vector optimization problems with vertex selection
- A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle
- An approximation algorithm for convex multi-objective programming problems
- An approximation algorithm for multi-objective optimization problems using a box-coverage
- An outer approximation algorithm for generating all efficient extreme points in the outcome set of a multiple objective linear programming problem
- Approximation methods in multiobjective programming
- Deep learning
- Generating all vertices of a polyhedron is hard
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- scientific article; zbMATH DE number 1405266 (Why is no real title available?)
- Multilayer feedforward networks are universal approximators
- Option pricing: A simplified approach
- Outer approximation algorithms for convex vector optimization problems
- Primal and dual approximation algorithms for convex vector optimization problems
- Proximity measures based on KKT points for constrained multi-objective optimization
- Stochastic finance. An introduction in discrete time.
- Survey of multi-objective optimization methods for engineering
- Time consistency of the mean-risk problem
- Vector Optimization
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