Optimizing over Pareto set of semistrictly quasiconcave vector maximization and application to stochastic portfolio selection

DOI10.3934/JIMO.2022029OpenAlexW4226022265MaRDI QIDQ2097485FDOQ2097485

Authors: Nguyen Duc Vuong, Tran Ngoc Thang 

Publication date: 14 November 2022

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2022029

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zbMATH Keywords

global optimizationbranch-and-boundoutcome setmulti-objective semistrictly quasiconcave programmingoptimization over the non-dominated set

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

Cites Work

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Cited In (2)

• A framework for controllable Pareto front learning with completed scalarization functions and its applications
• A hyper-transformer model for controllable Pareto front learning with split feasibility constraints

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