A Bayesian approach to find Pareto optima in multiobjective programming problems using Sequential Monte Carlo algorithms
Mike G. Tsionas
| Year of publication: |
June 2018
|
|---|---|
| Authors: | Tsionas, Efthymios G. |
| Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 0305-0483, ZDB-ID 124502-8. - Vol. 77.2018, p. 73-79
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| Subject: | Economics | Multicriteria decision making | Sequential Monte Carlo | Global optimization | Portfolio analysis | Theorie | Theory | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Mathematische Optimierung | Mathematical programming | Bayes-Statistik | Bayesian inference | Algorithmus | Algorithm | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.omega.2017.05.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011799159