Optimizing over Pareto set of semistrictly quasiconcave vector maximization and application to stochastic portfolio selection
DOI10.3934/jimo.2022029OpenAlexW4226022265MaRDI QIDQ2097485
Nguyen Duc Vuong, Tran Ngoc Thang
Publication date: 14 November 2022
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2022029
global optimizationbranch-and-boundoutcome setmulti-objective semistrictly quasiconcave programmingoptimization over the non-dominated set
Nonconvex programming, global optimization (90C26) Multi-objective and goal programming (90C29) Stochastic programming (90C15)
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