Efficient solutions for vector optimization problem on an extended interval vector space and its application to portfolio optimization

In this paper, a generalized interval vector space is investigated and defined as an ordered relation in the form of a bijective linear transformation of its onto a real vector space. The ordered relation is utilized to formulate an interval optimization problem in the same manner as a classical mul...

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Vydáno v:	Expert systems with applications Ročník 249; s. 123653
Hlavní autoři:	Sahu, B.R.B., Bhurjee, A.K., Kumar, P.
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier Ltd 01.09.2024
Témata:	Efficient solution Interval analysis theory Interval optimization problem Interval vector space Multi-objective optimization problem Portfolio selection Interval optimization problem Portfolio selection Interval analysis theory Efficient solution Multi-objective optimization problem Interval vector space
ISSN:	0957-4174, 1873-6793
On-line přístup:	Získat plný text
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