Modeling and solving a multi-objective optimal portfolio of upstream oil and gas assets

DOI10.1002/OCA.3095MaRDI QIDQ6565709FDO

Authors Wei Yan

Publication date 2 July 2024

Published in Optimal Control Applications \& Methods (Search for Journal in Brave)

zbMATH Keywords

support vector machinenonlinear multi-objective mixed Integer programmingoil and gas portfolio

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Cites work

• A class of multi-period semi-variance portfolio for petroleum exploration and development
• An efficient differential evolution based algorithm for solving multi-objective optimization problems
• Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
• Optimal portfolio of continuous-time mean-variance model with futures and options
• Working set selection using second order information for training support vector machines

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