Comonotone Pareto optimal allocations for law invariant robust utilities on L 1.
Claudia RavanelliGregor SvindlandPublished in: Finance Stochastics (2014)
Keyphrases
- pareto optimal
- social welfare
- expected utility
- multi objective
- multi objective optimization
- optimal solution
- multi issue negotiation
- nash equilibrium
- multiple objectives
- additively separable
- pareto optimal set
- resource allocation
- nsga ii
- utility function
- evolutionary algorithm
- lower bound
- genetic algorithm
- neural network