Solving the multi-stage portfolio optimization problem with a novel particle swarm optimization.
Jun SunWei FangXiaojun WuChoi-Hong LaiWenbo XuPublished in: Expert Syst. Appl. (2011)
Keyphrases
- multistage
- particle swarm optimization
- single stage
- stochastic programming
- dynamic programming
- pso algorithm
- production system
- stochastic optimization
- swarm intelligence
- lot sizing
- nature inspired
- particle swarm optimization pso
- differential evolution
- particle swarm optimization algorithm
- production line
- particle swarm
- attack detection
- global optimization
- optimization algorithm
- convergence speed
- multi objective
- reinforcement learning
- genetic algorithm
- machine learning