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Set-valued duality theory for multiple objective linear programs and application to mathematical finance - MaRDI portal

Set-valued duality theory for multiple objective linear programs and application to mathematical finance (Q1014298)

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scientific article; zbMATH DE number 5547519
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English
Set-valued duality theory for multiple objective linear programs and application to mathematical finance
scientific article; zbMATH DE number 5547519

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    Set-valued duality theory for multiple objective linear programs and application to mathematical finance (English)
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    27 April 2009
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    multiobjective optimization
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    duality
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    infimal set
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    attainment in vertices
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    Markowitz model
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