A trade-off multiobjective dynamic programming procedure and its application to project portfolio selection.
Maciej NowakTadeusz TrzaskalikPublished in: Ann. Oper. Res. (2022)
Keyphrases
- portfolio selection
- multi objective
- trade off
- multiple objectives
- dynamic programming
- conflicting objectives
- portfolio management
- multi objective optimization
- multiobjective optimization
- portfolio optimization
- evolutionary algorithm
- optimization algorithm
- genetic algorithm
- particle swarm optimization
- objective function
- pareto optimal
- multistage
- bi objective
- financial markets
- knapsack problem
- project management
- greedy algorithm
- neural network
- nsga ii
- software development
- linear programming
- simulated annealing
- robust optimization
- state space
- reinforcement learning