Multi-stage portfolio selection problem with dynamic stochastic dominance constraints.

Yu Mei Zhiping Chen Jia Liu Bingbing Ji

Published in: J. Glob. Optim. (2022)

Keyphrases

multistage
stochastic dominance
production system
single stage
lot sizing
stochastic optimization
stochastic programming
dynamic programming
attack detection
optimal policy
random variables
lot streaming
sufficient conditions
markov decision processes
assembly systems
fuzzy random variables