Search Results - subject:"Optimization"

Portfolio return maximization using robust optimization and directional changes

Almeida, Rui Jorge; Bastürk, Nalan; Rodrigues, Paulo … - 2023

Persistent link: https://www.econbiz.de/10014448097

Many objective robust decision-making model for agriculture decisions (MORDMAgro)

González, Xavier Ignacio; Bert, Federico; Podestá, … - In: International transactions in operational research : a … 30 (2023) 4, pp. 1617-1646

Persistent link: https://www.econbiz.de/10014258940

A decision tool based on bilevel optimization for the allocation of water resources in a hierarchical system

Calvete, Herminia I.; Galé, Carmen; Iranzo, José A.; … - In: International transactions in operational research : a … 30 (2023) 4, pp. 1673-1702

Persistent link: https://www.econbiz.de/10014258949

A multicriteria approach for rating investments in commercial real estate

Stefanakis, Konstantinos; Doumpos, Michael - In: International transactions in operational research : a … 30 (2023) 5, pp. 2189-2209

Persistent link: https://www.econbiz.de/10014259120

Evolutionary multi-objective optimisation for large-scale portfolio selection with both random and uncertain returns

Liu, Weilong; Zhang, Yong; Liu, Kailong; Quinn, Barry; … - 2023

With the advent of Big Data, managing large-scale portfolios of thousands of securities is one of the most challenging tasks in the asset management industry. This study uses an evolutionary multi objective technique to solve large-scale portfolio optimisation problems with both long-term listed...

Persistent link: https://www.econbiz.de/10014260328

Optimality conditions for invex nonsmooth optimization problems with fuzzy objective functions

Antczak, Tadeusz - In: Fuzzy optimization and decision making : a journal of … 22 (2023) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10014227965

A multi-objective thermal exchange optimization model for solving optimal power flow problems in hybrid power systems

Agrawal, Sunilkumar; Pandya, Sundaram; Jangir, Pradeep; … - In: Decision analytics journal 8 (2023), pp. 1-18

analytics approach is introduced using Multi-Objective Thermal Exchange Optimization (MOTEO). MOTEO is based on modeling energy … strategies to effectively solve the multi-objective optimization problem. The proposed hybrid OPF model incorporates four primary … system, benchmarked against other contemporary optimization methodologies. The results demonstrate that the MOTEO model …

Persistent link: https://www.econbiz.de/10014517336

Entscheidungsverhalten unter Ungewissheit bei mehreren Zielgrößen : experimentelle Evidenz am Beispiel von robusten multikriteriellen Effizienzkonzepten

Specht, Christopher - 2023 - 1. Auflage

Persistent link: https://www.econbiz.de/10014314592

The Influence of Discounting Ecosystem Services in Robust Multi-Objective Optimization – an Application to a Forestry-Avocado Land-Use Portfolio

Jarisch, Isabelle; Bödeker, Kai; Bingham, Logan Robert; … - 2022

-objective optimization, selectively disregarding time preference for some non-monetary services create bias. Here we study how discounting a …-objective optimization approach to model a mixed forestry-avocado farm portfolio in South Africa. The objectives for optimization were the …

Persistent link: https://www.econbiz.de/10013301467

On the rectangular knapsack problem

Bökler, Fritz; Chimani, Markus; Wagner, Mirko H. - In: Mathematical methods of operations research : ZOR 96 (2022) 1, pp. 149-160

Persistent link: https://www.econbiz.de/10013454973