Time-varying minimum-cost portfolio insurance problem via an adaptive fuzzy-power LVI-PDNN.
Vasilios N. KatsikisSpyridon D. MourtasPredrag S. StanimirovicShuai LiXinwei CaoPublished in: Appl. Math. Comput. (2023)
Keyphrases
- minimum cost
- np hard
- network flow problem
- network flow
- fuzzy sets
- approximation algorithms
- spanning tree
- fuzzy logic
- pi control
- membership functions
- capacity constraints
- network simplex algorithm
- minimum cost flow
- decision making
- fuzzy controller
- lower bound
- fuzzy numbers
- fuzzy rules
- fuzzy random variables
- network design problem
- control strategy
- dynamic programming
- genetic algorithm