Optimizing over Pareto set of semistrictly quasiconcave vector maximization and application to stochastic portfolio selection (Q2097485)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimizing over Pareto set of semistrictly quasiconcave vector maximization and application to stochastic portfolio selection |
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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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