widely used set of benchmark instances through an analysis of the fitness-distance correlation. This analysis shows that … fitness distance correlation, we propose new ways of generating core problems and analyze the performance of algorithms …

In this paper, we identify partial correlation information structures that allow for simpler reformulations in … programming reformulation which explicitly captures partially known correlation information between uncertain processing times of …

ambiguity stemming from ambiguous volatilities of multiple assets or ambiguous correlation between two risky assets. The …

In this paper, we consider the optimal reinsurance and investment problem for the insurance company, where the insurer … as the corresponding value functions. Furthermore, we investigate the impacts of the negative correlation on the optimal … level, which means that with the different wealth level, the negative correlation has different influence on the optimal …