On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization (Q1681322)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization |
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On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization (English)
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23 November 2017
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robustness and sensitivity analysis
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generalized convexity
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optimality condition
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nonsmooth saddle-point theorem
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robust cardinality/mean-variance model
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