Generalized-Hukuhara penalty method for optimization problem with interval-valued functions and its application in interval-valued portfolio optimization problems
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Publication:2084044
DOI10.1016/j.orl.2022.08.010OpenAlexW4294712460WikidataQ114143851 ScholiaQ114143851MaRDI QIDQ2084044
Amit Kumar Debnath, Debdas Ghosh
Publication date: 17 October 2022
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2022.08.010
interval-valued functions\(gH\)-penalty methodinterval optimization problemsinterval-valued portfolio optimization
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Cites Work
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