Random approximations in multiobjective optimization

DOI10.1007/s10107-016-1075-6zbMath1387.90249OpenAlexW2357000668MaRDI QIDQ2364484

Silvia Vogel

Publication date: 21 July 2017

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://www.db-thueringen.de/servlets/MCRFileNodeServlet/dbt_derivate_00031043/IfM_Preprint_M_14_12.pdf

zbMATH Keywords

stabilitymultiobjective programmingrelaxationconfidence setsMarkowitz modelestimated functions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric tolerance and confidence regions (62G15) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Management decision making, including multiple objectives (90B50) Portfolio theory (91G10)

Related Items (1)

On rates of convergence for sample average approximations in the almost sure sense and in mean

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