Optimizing over Pareto set of semistrictly quasiconcave vector maximization and application to stochastic portfolio selection (Q2097485)
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scientific article; zbMATH DE number 7616041
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| English | Optimizing over Pareto set of semistrictly quasiconcave vector maximization and application to stochastic portfolio selection |
scientific article; zbMATH DE number 7616041 |
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Optimizing over Pareto set of semistrictly quasiconcave vector maximization and application to stochastic portfolio selection (English)
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14 November 2022
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global optimization
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optimization over the non-dominated set
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outcome set
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multi-objective semistrictly quasiconcave programming
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branch-and-bound
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0.7303369045257568
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0.7289533019065857
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0.7286478877067566
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0.7284438014030457
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