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A new gradient-based neural dynamic framework for solving constrained min-max optimization problems with an application in portfolio selection models.
Alireza Nazemi
Marziyeh Mortezaee
Published in:
Appl. Intell. (2019)
Keyphrases
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min max
portfolio selection
optimization problems
probabilistic model
neural network
theoretical framework
objective function
constrained problems
reinforcement learning
evolutionary algorithm
dynamic programming
combinatorial optimization