Decision uncertainty in multiobjective optimization (Q1679496): Difference between revisions

The authors consider multiobjective optimization problems where solutions cannot be realized accurately and call this kind of uncertainty decision umcertainty (opposed to parameter uncertainty). The authors approach the problems with robustness concepts and, in particular, with minmax robustness. They apply set-valued optimization and derive conditions for so-called decision robust efficient solutions and study relations between decision and parameter uncertainty. The authors also propose means to calculate robust solutions for three different types of objective functions.