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Robust system portfolio selection with multi-function requirements and system instability.

Boyuan XiaYajie DouQingsong ZhaoBingfeng GeYang Zhang
Published in: SysCon (2017)
Keyphrases
  • portfolio selection
  • robust optimization
  • portfolio optimization
  • multistage stochastic
  • portfolio management
  • keywords
  • financial markets
  • optimal portfolio