Pages that link to "Item:Q2514713"
From MaRDI portal
The following pages link to Robust multiobjective optimization \& applications in portfolio optimization (Q2514713):
Displaying 36 items.
- 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)
- On multiobjective optimization in portfolio management (Q2570740) (← links)
- Robust solutions to multi-objective linear programs with uncertain data (Q2630217) (← links)
- Some characterizations of approximate solutions for robust semi-infinite optimization problems (Q2664903) (← links)
- Smart network based portfolios (Q2675737) (← links)
- Robustness in deterministic multi-objective linear programming with respect to the relative interior and angle deviation (Q2836085) (← links)
- Robust and Stochastically Weighted Multiobjective Optimization Models and Reformulations (Q3144406) (← links)
- (Q4586028) (← links)
- Isolated efficiency in nonsmooth semi-infinite multi-objective programming (Q4646538) (← links)
- Nonlinear Conjugate Gradient Methods for Vector Optimization (Q4687237) (← links)
- Characterizations of robust<i>ε</i>-quasi optimal solutions for nonsmooth optimization problems with uncertain data (Q4986407) (← links)
- A proximal gradient splitting method for solving convex vector optimization problems (Q5034925) (← links)
- Preference robust models in multivariate utility-based shortfall risk minimization (Q5038439) (← links)
- Non-convex multiobjective optimization under uncertainty: a descent algorithm. Application to sandwich plate design and reliability (Q5059142) (← links)
- Optimality conditions of robust convex multiobjective optimization via<i>ε</i>-constraint scalarization and image space analysis (Q5121765) (← links)
- Characterizations of multiobjective robustness on vectorization counterparts (Q5217254) (← links)
- On approximate solutions for nonsmooth robust multiobjective optimization problems (Q5239079) (← links)
- Linear Matrix Inequality Conditions and Duality for a Class of Robust Multiobjective Convex Polynomial Programs (Q5376453) (← links)
- Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts (Q5964853) (← links)
- Approximate solution in robust multi-objective optimization and its application in portfolio optimization (Q6065194) (← links)
- Explicit multiobjective model predictive control for nonlinear systems under uncertainty (Q6082922) (← links)
- Twenty years of continuous multiobjective optimization in the twenty-first century (Q6114911) (← links)
- Adaptive sampling stochastic multigradient algorithm for stochastic multiobjective optimization (Q6142067) (← links)
- On second-order conic programming duals for robust convex quadratic optimization problems (Q6160375) (← links)
- Characterizing a class of robust vector polynomial optimization via sum of squares conditions (Q6161553) (← links)
- A Barzilai-Borwein descent method for multiobjective optimization problems (Q6168600) (← links)
- On approximate optimality conditions for robust multi-objective convex optimization problems (Q6169207) (← links)
- MONOTONICITY FOR MULTIOBJECTIVE ACCELERATED PROXIMAL GRADIENT METHODS (Q6196941) (← links)
- The point-based robustness gap for uncertain multiobjective optimization (Q6548325) (← links)
- An introduction to multiobjective simulation optimization (Q6600049) (← links)
- Robust optimization approaches for portfolio selection: a comparative analysis (Q6601529) (← links)
- Globalized distributionally robust optimization problems under the moment-based framework (Q6611216) (← links)
- Robust nonsmooth optimality conditions for uncertain multiobjective programs involving stable functions (Q6612329) (← links)
