An exploratory approach for adaptive policymaking by using multi-objective robust optimization.
Caner HamaratJan H. KwakkelErik PruytErwin T. LoonenPublished in: Simul. Model. Pract. Theory (2014)
Keyphrases
- robust optimization
- multi objective
- evolutionary algorithm
- chance constrained
- stochastic programming
- mathematical programming
- multi objective optimization
- objective function
- particle swarm optimization
- multiple objectives
- portfolio optimization
- risk measures
- theoretical framework
- neural network
- semidefinite programming
- lower bound
- genetic algorithm