Pages that link to "Item:Q2514713"
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The following pages link to Robust multiobjective optimization \& applications in portfolio optimization (Q2514713):
Displaying 50 items.
- Minmax robustness for multi-objective optimization problems (Q297049) (← links)
- Robustness in nonsmooth nonlinear multi-objective programming (Q319993) (← links)
- A linearized value-at-risk model with transaction costs and short selling (Q320109) (← links)
- Bi-objective robust optimisation (Q322907) (← links)
- Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
- Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations (Q406645) (← links)
- Multi-objective minmax robust combinatorial optimization with cardinality-constrained uncertainty (Q723948) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- Dominance for multi-objective robust optimization concepts (Q1622793) (← links)
- A stochastic multiple gradient descent algorithm (Q1653361) (← links)
- Stability of local efficiency in multiobjective optimization (Q1670111) (← links)
- Decision uncertainty in multiobjective optimization (Q1679496) (← links)
- Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence (Q1681292) (← links)
- On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization (Q1681322) (← links)
- Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization (Q1683101) (← links)
- Min-ordering and max-ordering scalarization methods for multi-objective robust optimization (Q1713738) (← links)
- A unified framework for stochastic optimization (Q1719609) (← links)
- Primal worst and dual best in robust vector optimization (Q1719614) (← links)
- Robust multiobjective optimization with application to Internet routing (Q1730555) (← links)
- Robustness in deterministic vector optimization (Q1730805) (← links)
- Robust and sustainable supply chains under market uncertainties and different risk attitudes -- a case study of the German biodiesel market (Q1744521) (← links)
- An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
- Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045) (← links)
- Robust counterparts and robust efficient solutions in vector optimization under uncertainty (Q1785362) (← links)
- The price of multiobjective robustness: analyzing solution sets to uncertain multiobjective problems (Q2030735) (← links)
- A hybrid algorithm for portfolio selection: an application on the Dow Jones Index (DJI) (Q2043186) (← links)
- Entropy based robust portfolio (Q2078711) (← links)
- Scalarization and robustness in uncertain vector optimization problems: a non componentwise approach (Q2079686) (← links)
- Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it (Q2140218) (← links)
- On approximate efficiency for nonsmooth robust vector optimization problems (Q2153390) (← links)
- LR-NIMBUS: an interactive algorithm for uncertain multiobjective optimization with lightly robust efficient solutions (Q2154456) (← links)
- An algorithmic approach to multiobjective optimization with decision uncertainty (Q2173509) (← links)
- Pareto uncertainty index for evaluating and comparing solutions for stochastic multiple objective problems (Q2178088) (← links)
- Characterization of norm-based robust solutions in vector optimization (Q2178894) (← links)
- On approximate solutions and saddle point theorems for robust convex optimization (Q2228362) (← links)
- Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach (Q2239941) (← links)
- Generalized multiobjective robustness and relations to set-valued optimization (Q2279632) (← links)
- A non-probabilistic methodology for reliable sustainability planning: an application to the Iraqi national irrigation system (Q2281810) (← links)
- Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality (Q2284639) (← links)
- Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) (← links)
- Three concepts of robust efficiency for uncertain multiobjective optimization problems via set order relations (Q2313759) (← links)
- On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty (Q2333017) (← links)
- Variation-aware clock network buffer sizing using robust multi-objective optimization (Q2358032) (← links)
- Omega-CVaR portfolio optimization and its worst case analysis (Q2362174) (← links)
- Robust gradient-based multiobjective optimization for the generation of well controls to maximize the net-present-value of production under geological uncertainty (Q2399816) (← links)
- Asymptotic multivariate dominance: a financial application (Q2404182) (← links)
- Proximal gradient methods for multiobjective optimization and their applications (Q2419509) (← links)
- Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints (Q2420789) (← links)
- Robust multiobjective portfolio optimization: a set order relations approach (Q2424793) (← links)
