Estimation errors or uncertainities in expected return and risk measures create difficulties for portfolio optimization. The literature deals with the uncertainty using stochastic, fuzzy or ...

In this paper we focus on a linear optimization problem with uncertainties, having expectations in the objective and in the set of constraints. We present a modular framework to obtain an approximate ...

'Electronic amoeba' finds approximate solution to traveling salesman problem in linear time Date: December 10, 2020 Source: Hokkaido University Summary: Researchers have, inspired by the efficient ...