Combining a multidimensional risk evaluation with an implicit enumeration algorithm to tackle the portfolio selection problem of a natural gas pipeline
Reliability Engineering & System Safety(2022)
摘要
•This paper proposes a new model for portfolio selection of critical items of an NGP.•The model overcomes bias in additive models when scale transformation is not possible.•The proposed implicit enumeration obtains the entire set of boundary solutions.•A numerical application revealed robust results in obtaining highest-risk portfolios.
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关键词
Portfolio selection,Natural gas pipeline,Multidimensional risk evaluation,Implicit enumeration
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