A Nash bargaining solution for a multi period competitive portfolio optimization problem: Co-evolutionary approach.
Behnaz Pourvalikhan NokhandanKaveh Khalili DamghaniAshkan HafezalkotobHosein DidehkhaniPublished in: Expert Syst. Appl. (2021)
Keyphrases
- bargaining solution
- multi period
- fixed point
- utility function
- logical properties
- belief revision
- production planning
- data envelopment analysis
- facility location problem
- planning horizon
- social welfare
- max min
- pareto optimal
- routing problem
- solution concepts
- multi item
- lot sizing
- total cost
- decision problems
- sufficient conditions
- multi attribute
- dynamical systems
- decision makers
- special case
- search algorithm
- knapsack problem