Multi-scenario multi-objective robust optimization under deep uncertainty: A posteriori approach.
Babooshka ShavazipourJan H. KwakkelKaisa MiettinenPublished in: Environ. Model. Softw. (2021)
Keyphrases
- robust optimization
- multi objective
- chance constrained
- evolutionary algorithm
- mathematical programming
- multi objective optimization
- portfolio optimization
- stochastic programming
- portfolio selection
- risk measures
- genetic algorithm
- robust counterpart
- particle swarm optimization
- multiple objectives
- decision theory
- semidefinite programming
- lot sizing
- nsga ii
- maximum likelihood
- linear programming
- chance constraints
- decision making