Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity.
Bo LiRanran ZhangYichen SunPublished in: Autom. (2023)
Keyphrases
- integer programming
- production planning
- multi period
- portfolio selection
- portfolio optimization
- robust optimization
- facility location problem
- facility location
- financial markets
- planning horizon
- linear programming
- optimal portfolio
- decision theory
- lot sizing
- data envelopment analysis
- routing problem
- belief functions
- multiple objectives
- multi item
- total cost