Multi-objective optimization and its connection to multivariate risk measures

DOI10.1007/S10957-026-02978-4MaRDI QIDQ7232952zbMATH OpenFDO

Authors E. Mastrogiacomo, Matteo Rocca, Marco Tarsia

Publication date 23 April 2026

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10957-026-02978-4

zbMATH Keywords

minimax robustnessrisk minimizationstochastic programmingworst-case

Mathematics Subject Classification ID

Set-valued functions (26E25) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Set-valued and variational analysis (49J53)

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• Vector-valued coherent risk measures

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