A multi-objective approach to robust optimization over time considering switching cost.
Yuanjun HuangYongsheng DingKuangrong HaoYaochu JinPublished in: Inf. Sci. (2017)
Keyphrases
- robust optimization
- multi objective
- chance constrained
- evolutionary algorithm
- mathematical programming
- multi objective optimization
- stochastic programming
- portfolio optimization
- objective function
- genetic algorithm
- inventory management
- risk measures
- particle swarm optimization
- multiple objectives
- semidefinite programming
- total cost
- decision making
- decision theory
- nsga ii
- support vector