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 ...

Researchers have, inspired by the efficient foraging behavior of a single-celled amoeba, developed an analog computer for finding a reliable and swift solution to the traveling salesman problem -- a ...