A new approach to the bi-criteria multi-period fuzzy portfolio selection.
Ludmila DymovaKrzysztof KaczmarekPavel V. SevastjanovPublished in: Knowl. Based Syst. (2021)
Keyphrases
- portfolio selection
- multi period
- bicriteria
- production planning
- knapsack problem
- facility location problem
- planning horizon
- efficient solutions
- routing problem
- lot sizing
- robust optimization
- integer linear programming
- data envelopment analysis
- multiple objectives
- financial markets
- shortest path problem
- multi criteria
- total cost
- expert systems
- combinatorial optimization
- multistage
- linear programming
- linear program
- expected cost
- branch and bound algorithm