A unified approach for different concepts of robustness and stochastic programming via non-linear scalarizing functionals

DOI10.1080/02331934.2013.769104zbMath1273.90135OpenAlexW2085240219MaRDI QIDQ2841149

Elisabeth Köbis, Christiane Tammer, Anita Schöbel, Kathrin Klamroth

Publication date: 24 July 2013

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2013.769104

zbMATH Keywords

stochastic optimizationmulti-objective optimizationrobust optimizationcoherent risk measuresnon-linear scalarization

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Multi-objective and goal programming (90C29) Nonlinear programming (90C30) Stochastic programming (90C15) Credit risk (91G40)

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Cites Work

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• Scalarization in vector optimization
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• On a Bicriterion Formulation of the Problems of Integrated System Identification and System Optimization
• Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming

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