In this paper, we aim to find ecient solutions of a multi-objective optimization problem over a linear matrix inequality (LMI in short), in which the objective functions are SOS-convex polynomials. We ...

Energy Exploration & Exploitation, Vol. 39, No. 1 (January 2021), pp. 273-298 (26 pages) This paper establishes an error compensation multi-objective optimization ...

4. Optimization problem of a multi-objective monetary policy framework (1) Weights for multiple objectives When a central bank pursues multiple objectives at the same time, mathematically it is a ...

In particular, the approach can be used for maximizing expected returns under CVAR constraints. Multiple CVAR constraints with various confidence levels can be used to shape the profit/loss ...