Computing the Mean-Variance-Sustainability Nondominated Surface by ev-MOGA.
Ana Garcia-BernabeuJose Vicente SalcedoAdolfo HilarioDavid Plà-SantamariaJuan M. HerreroPublished in: Complex. (2019)
Keyphrases
- genetic algorithm
- multi objective optimization
- multi objective genetic algorithm
- multi objective
- population size
- multi objective genetic algorithms
- long term
- pareto optimal solutions
- computer simulation
- d objects
- utility function
- simulation model
- pareto optimal
- decision makers
- portfolio selection
- trading agents
- constraint handling