Minimax rule for energy optimization

DOI10.1016/J.COMPFLUID.2016.08.014MaRDI QIDQ1648280zbMATH OpenOpenAlexFDO

Authors Ionut Traian Luca, Alex Mahalov

Publication date 27 June 2018

Published in Computers and Fluids (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.compfluid.2016.08.014

zbMATH Keywords

energyoptimizationminimaxKuhn-Tucker

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Applications of mathematical programming (90C90) Portfolio theory (91G10) Sensitivity, stability, parametric optimization (90C31) Minimax problems in mathematical programming (90C47) Existence of solutions for minimax problems (49J35)

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Cites work

• A risk index model for multi-period uncertain portfolio selection
• Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives
• Duality in Vector Optimization
• Optimal dynamic portfolio selection: multiperiod mean-variance formulation
• Portfolio optimization under a minimax rule
• Proper efficiency and the theory of vector maximization
• Sensitivity Analysis for Mean-Variance Portfolio Problems

Describes a project that uses

Uses Software

• WRF-Chem

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