A GA-simheuristic for the stochastic and multi-period portfolio optimisation problem with liabilities.
Armando NietoMarti SerraAngel A. JuanChristopher BaylissPublished in: J. Simulation (2023)
Keyphrases
- multi period
- genetic algorithm
- production planning
- planning horizon
- facility location problem
- lot sizing
- total cost
- data envelopment analysis
- routing problem
- multi item
- decision making
- ant colony optimization
- multi objective
- evolutionary algorithm
- monte carlo
- simulated annealing
- supply chain
- tabu search
- optimization problems