Minimax rule for energy optimization

DOI10.1016/J.COMPFLUID.2016.08.014zbMATH Open1390.90625OpenAlexW2514001916MaRDI QIDQ1648280FDOQ1648280

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

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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)

Cites Work

• Optimal dynamic portfolio selection: multiperiod mean-variance formulation
• Proper efficiency and the theory of vector maximization
• Sensitivity Analysis for Mean-Variance Portfolio Problems
• 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
• Portfolio optimization under a minimax rule

Uses Software

• WRF-Chem

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