Robust multiobjective portfolio optimization: a set order relations approach-Reference-Cited by-同舟云学术

Robust multiobjective portfolio optimization: a set order relations approach

Published:2018-11-21 Issue:1 Volume:38 Page:21-49
ISSN:1382-6905
Container-title:Journal of Combinatorial Optimization
language:en
Short-container-title:J Comb Optim

Author:

Chen Chen^ORCID,Wei Yu

Funder

2015 Annual Natural Science Foundation (key projects) of the Department of Education of Sichuan Province

National Natural Science Foundation of China

Ministry of Education of Humanities and Social Sciences Research Project

Humanities and Social Science Fund of the Ministry of Education

Young Scholar Fund of the Science & Technology Department of Sichuan Province

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Theory and Mathematics,Control and Optimization,Discrete Mathematics and Combinatorics,Computer Science Applications

Link

http://link.springer.com/content/pdf/10.1007/s10878-018-0364-9.pdf

Reference33 articles.

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3. Ben-Tal A, Nemirovski A (2002) Robust optimization—methodology and applications. Math Program 92(3):453–480

4. Ben-Tal A, El Ghaoui L, Nemirovski A (2009) Robust optimization. Princeton University Press, Princeton

5. Bertsimas D, Brown DB, Caramanis C (2011) Theory and applications of robust optimization. SIAM Rev 53(3):464–501

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