Comparative issues in large-scale mean-variance efficient frontier computation.

Ralph E. Steuer Yue Qi Markus Hirschberger

Published in: Decis. Support Syst. (2011)

Keyphrases

efficient frontier
data envelopment analysis
multiple objective linear programming
multiple criteria
linear program
decision makers
multi objective
real world
input output
linear programming
neural network
decision making
dynamic programming
decision problems
multi criteria
multiobjective optimization