Approximate solution in robust multi-objective optimization and its application in portfolio optimization
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Publication:6065194
DOI10.3934/jimo.2023098OpenAlexW4385466691MaRDI QIDQ6065194
Yumeng Lin, Shao-Hua Liu, Ke Su
Publication date: 11 December 2023
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2023098
uncertaintygeneralized convexityapproximate solutionmultiobjective semi-infinite optimizationdual theorems
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