Randomized time‐varying knapsack problems via binary beetle antennae search algorithm: Emphasis on applications in portfolio insurance

DOI10.1002/MMA.6904OpenAlexW3088454647MaRDI QIDQ5003938

Spyridon D. Mourtas, Marina A. Medvedeva, Vasilios N. Katsikis, Theodore E. Simos

Publication date: 30 July 2021

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.6904

zbMATH Keywords

knapsack problemportfolio optimizationmeta-heuristic optimizationtime-varying integer linear programming

Mathematics Subject Classification ID

Nonlinear programming (90C30) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Portfolio theory (91G10)

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