Robust optimization for interactive multiobjective programming with imprecise information applied to R&D project portfolio selection.
Farhad HassanzadehHamid R. NematiMinghe SunPublished in: Eur. J. Oper. Res. (2014)
Keyphrases
- portfolio selection
- robust optimization
- multi objective
- imprecise information
- multiple objectives
- portfolio optimization
- mathematical programming
- multi criteria
- genetic algorithm
- stochastic programming
- risk measures
- fuzzy logic
- approximation algorithms
- lot sizing
- financial markets
- case based reasoning
- evolutionary algorithm