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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Veröffentlicht in:	Expert systems with applications Jg. 249; S. 123653
Hauptverfasser:	Sahu, B.R.B., Bhurjee, A.K., Kumar, P.
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier Ltd 01.09.2024
Schlagworte:	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
Online-Zugang:	Volltext
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