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Bicriteria problem of stochastic optimization - MaRDI portal

Bicriteria problem of stochastic optimization

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Publication:1284310

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zbMath0927.90090MaRDI QIDQ1284310

G. A. Timofeeva, I. Ya. Kats

Publication date: 13 December 1999

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

portfolio selection bicriteria problem quadratic parametric problem

Mathematics Subject Classification ID

Stochastic programming (90C15)

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