The main objective of Markowitz work is seeking optimal allocation of wealth on a defined number of assets while minimizing risk and maximizing returns of expected portfolio. At the beginning, proposed models in this issue are resolved basing on quadratic programming. Unfortunately, the real...

We analyze a situation where a Principal does not necessarily have all the bargaining power while negotiating a contract with an Agent by studying a dynamic multi-objective moral hazard model with hidden action. We .nd that the structure of the optimal contracts change along the Pareto Frontier,...

In this paper a multi-objective genetic algorithm is used to solve a multi-objective model to optimize the time allocation of domestic loads within a planning period of 36 h, in a smart grid context. The management of controllable domestic loads is aimed at minimizing the electricity bill and...

This paper presents an interactive fuzzy satisfying method, which is based on Hybrid Modified Shuffled Frog Leaping Algorithm, and should solve the problem of the Multi-objective optimal placement and sizing of DG (distributed generation) units in the distribution network. Minimizing total...

In a real-world production problem, some of the parameters involved, namely the availability of the resources, technological coefficients and the incomes associated with each product, may not be perfectly determined thus reflecting some ambiguity or fuzzy understanding of their nature. Therefore...