Generalized-Hukuhara penalty method for optimization problem with interval-valued functions and its application in interval-valued portfolio optimization problems
Amit Kumar Debnath, Debdas Ghosh
Year of publication: |
2022
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Authors: | Debnath, Amit Kumar ; Ghosh, Debdas |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 50.2022, 5, p. 602-609
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Subject: | -penalty method | Interval optimization problems | Interval-valued functions | Interval-valued portfolio optimization | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Theorie | Theory |
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