The price of multiobjective robustness: analyzing solution sets to uncertain multiobjective problems
From MaRDI portal
Publication:2030735
Recommendations
- On robust multiobjective optimization
- Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts
- Minmax robustness for multi-objective optimization problems
- Decision uncertainty in multiobjective optimization
- Three concepts of robust efficiency for uncertain multiobjective optimization problems via set order relations
Cites work
- A bicriteria approach to robust optimization
- A unified approach through image space analysis to robustness in uncertain optimization problems
- Adjustable robust solutions of uncertain linear programs
- An inner approximation method for optimization over the weakly efficient set
- An inner approximation method incorporating a branch and bound procedure for optimization over the weakly efficient set
- An outcome space algorithm for optimization over the weakly efficient set of a multiple objective nonlinear programming problem
- Bi-objective robust optimisation
- Characterization of norm-based robust solutions in vector optimization
- Characterizations of multiobjective robustness on vectorization counterparts
- Conical algorithm in global optimization for optimizing over efficient sets
- Dominance for multi-objective robust optimization concepts
- Extensions of labeling algorithms for multi-objective uncertain shortest path problems
- Generalized light robustness and the trade-off between robustness and nominal quality
- Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs
- scientific article; zbMATH DE number 4085440 (Why is no real title available?)
- scientific article; zbMATH DE number 3186512 (Why is no real title available?)
- Light robustness
- Linear Multiple Objective Problems with Interval Coefficients
- Min-ordering and max-ordering scalarization methods for multi-objective robust optimization
- Minmax robustness for multi-objective optimization problems
- Multi-objective minmax robust combinatorial optimization with cardinality-constrained uncertainty
- Multicriteria Optimization
- Multiobjective optimization. Interactive and evolutionary approaches
- Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization
- New closedness results for efficient sets in multiple objective mathematical programming
- Nonlinear multiobjective optimization
- On approximate efficiency for nonsmooth robust vector optimization problems
- On highly robust efficient solutions to uncertain multiobjective linear programs
- On optimization over the efficient set in linear multicriteria programming
- On robust multiobjective optimization
- Optimization over the efficient set
- Optimization over the efficient set: overview
- Pareto solutions in multicriteria optimization under uncertainty
- Robust aspects of solutions in deterministic multiple objective linear programming
- Robust multiobjective optimization \& applications in portfolio optimization
- Robust multiobjective portfolio optimization: A minimax regret approach
- Robust optimization
- Robust optimization for interactive multiobjective programming with imprecise information applied to R\&D project portfolio selection
- Robust solutions of multiobjective linear semi-infinite programs under constraint data uncertainty
- Robust solutions to multi-objective linear programs with uncertain data
- Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts
- Robustness in deterministic vector optimization
- Set-valued optimization. An introduction with applications
- The concept of recoverable robustness, linear programming recovery, and railway applications
- The domination property in multicriteria optimization
- The Price of Robustness
- The price of robustness in timetable information
- Using modified maximum regret for finding a necessarily efficient solution in an interval MOLP problem
- Weighted sum of maximum regrets in an interval MOLP problem
Cited in
(13)- Robust minimum cost consensus model for multicriteria decision-making under uncertain circumstances
- Biobjective robust simulation-based optimization for unconstrained problems
- Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach
- The relationship between multi-objective robustness concepts and set-valued optimization
- Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality
- Bi-objective robust optimisation
- Biobjective robust optimization over the efficient set for Pareto set reduction
- On the properties of lexicographic tolerable robust solution sets for uncertain multi-objective optimization problems
- On the properties of lexicographic tolerable robust solution sets for uncertain multi-objective optimization problems
- Supporting strategy selection in multiobjective decision problems under uncertainty and hidden requirements
- The point-based robustness gap for uncertain multiobjective optimization
- Efficient solutions in uncertain multiobjective optimization with countably many scenarios
- Approaches for biobjective integer linear robust optimization
This page was built for publication: The price of multiobjective robustness: analyzing solution sets to uncertain multiobjective problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2030735)
