Bilevel biobjective pseudo Boolean programming problems

DOI10.1007/s10852-012-9188-2zbMath1273.90192MaRDI QIDQ2392546

Oana Ruxandra Tuns (Bode)

Publication date: 1 August 2013

Published in: JMMA. Journal of Mathematical Modelling and Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10852-012-9188-2

zbMATH Keywords

portfolio; portfolio optimization; bilevel programming problem; programming problem

Mathematics Subject Classification ID

91B06: Decision theory

90C90: Applications of mathematical programming

90C29: Multi-objective and goal programming

90B50: Management decision making, including multiple objectives

Related Items

New optimization techniques in engineering

Cites Work

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