On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization
type: Item
instance of: scholarly article
title: On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization
zbMATH Open document ID: 1374.90335
author: M. Fakhar
author: M. R. Mahyarinia
author: Jafar Zafarani
published in: European Journal of Operational Research
publication date: 2017-11-23T00:00:00Z
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 90C46
zbMATH DE Number: 6811917
zbMATH Keywords: robustness and sensitivity analysis
zbMATH Keywords: generalized convexity
zbMATH Keywords: optimality condition
zbMATH Keywords: nonsmooth saddle-point theorem
zbMATH Keywords: robust cardinality/mean-variance model
MaRDI profile type: Publication
full work available at URL: j.ejor.2017.08.003
OpenAlex ID: W2743593635
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DOI: 10.1016/J.EJOR.2017.08.003
description: scientific article; zbMATH DE number 6811917