Applications of fuzzy programming for solving portfolio optimization problems: Some aspects of modeling and computing.
Nguyen Hai ThanhPublished in: KSE (2020)
Keyphrases
- optimization problems
- combinatorial optimization
- nonlinear programming
- metaheuristic
- programming language
- evolutionary algorithm
- cost function
- fuzzy random variables
- fuzzy cognitive maps
- traveling salesman problem
- decision making
- linear programming
- object oriented
- fuzzy logic
- multi objective
- fuzzy clustering
- optimization methods
- modeling language
- multi criteria
- objective function
- temporal aspects
- stochastic dominance
- continuous optimization problems
- database