A dynamic programming approach to solve efficient frontier.

Seyed Jafar Sadjadi Mir-Bahador Aryanezhad Babak Farhang Moghaddam

Published in: Math. Methods Oper. Res. (2004)

Keyphrases

dynamic programming
efficient frontier
multiple objective linear programming
state space
linear program
data envelopment analysis
decision makers
neural network
reinforcement learning
linear programming
greedy algorithm
data mining
rough sets
input output
markov decision problems