Pages that link to "Item:Q297049"
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The following pages link to Minmax robustness for multi-objective optimization problems (Q297049):
Displaying 50 items.
- Convergence of solutions of a set optimization problem in the image space (Q306379) (← links)
- Robustness in nonsmooth nonlinear multi-objective programming (Q319993) (← links)
- Constraint qualifications in convex vector semi-infinite optimization (Q320868) (← links)
- Bi-objective robust optimisation (Q322907) (← links)
- Biobjective robust optimization over the efficient set for Pareto set reduction (Q322934) (← links)
- Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
- A bicriteria approach to robust optimization (Q342179) (← links)
- Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations (Q406645) (← links)
- Robust optimization model for uncertain multiobjective linear programs (Q680878) (← links)
- Multi-objective minmax robust combinatorial optimization with cardinality-constrained uncertainty (Q723948) (← links)
- Insurance with multiple insurers: a game-theoretic approach (Q723965) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Well-posedness for the optimistic counterpart of uncertain vector optimization problems (Q828816) (← links)
- Robustness-based approach for fuzzy multi-objective problems (Q828867) (← links)
- Dominance for multi-objective robust optimization concepts (Q1622793) (← links)
- A multiobjective genetic algorithm based on a discrete selection procedure (Q1665420) (← links)
- Stability of local efficiency in multiobjective optimization (Q1670111) (← links)
- Characterizations for optimality conditions of general robust optimization problems (Q1670134) (← links)
- Decision uncertainty in multiobjective optimization (Q1679496) (← links)
- Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence (Q1681292) (← links)
- On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization (Q1681322) (← links)
- Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization (Q1683101) (← links)
- Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
- Min-ordering and max-ordering scalarization methods for multi-objective robust optimization (Q1713738) (← links)
- Primal worst and dual best in robust vector optimization (Q1719614) (← links)
- Robust multiobjective optimization with application to Internet routing (Q1730555) (← links)
- A unified characterization of multiobjective robustness via separation (Q1730800) (← links)
- Robustness in deterministic vector optimization (Q1730805) (← links)
- Multi-criteria optimization and decision-making in radiotherapy (Q1735159) (← links)
- Robust and sustainable supply chains under market uncertainties and different risk attitudes -- a case study of the German biodiesel market (Q1744521) (← links)
- Binary decision diagrams for generating and storing non-dominated project portfolios with interval-valued project scores (Q1753430) (← links)
- A unified approach to uncertain optimization (Q1753451) (← links)
- A biobjective approach to recoverable robustness based on location planning (Q1753588) (← links)
- Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045) (← links)
- Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs (Q1754722) (← links)
- Robust counterparts and robust efficient solutions in vector optimization under uncertainty (Q1785362) (← links)
- Scalarization of multiobjective robust optimization problems (Q1981947) (← links)
- On highly robust efficient solutions to uncertain multiobjective linear programs (Q1991250) (← links)
- On robustness for set-valued optimization problems (Q2022296) (← links)
- The price of multiobjective robustness: analyzing solution sets to uncertain multiobjective problems (Q2030735) (← links)
- Biobjective robust simulation-based optimization for unconstrained problems (Q2077985) (← links)
- Entropy based robust portfolio (Q2078711) (← links)
- Scalarization and robustness in uncertain vector optimization problems: a non componentwise approach (Q2079686) (← links)
- Unified robust necessary optimality conditions for nonconvex nonsmooth uncertain multiobjective optimization (Q2082239) (← links)
- Robust Pareto solutions for convex quadratic multiobjective optimization problems under data uncertainty (Q2108799) (← links)
- Minimax programming as a tool for studying robust multi-objective optimization problems (Q2108806) (← links)
- Bi-objective facility location under uncertainty with an application in last-mile disaster relief (Q2108809) (← links)
- Decision space robustness for multi-objective integer linear programming (Q2108813) (← links)
- Optimality conditions for robust nonsmooth multiobjective optimization problems in asplund spaces (Q2139119) (← links)
- Second-order cone programming relaxations for a class of multiobjective convex polynomial problems (Q2150767) (← links)
