Random approximations in multiobjective optimization

DOI10.1007/S10107-016-1075-6MaRDI QIDQ2364484zbMATHOpenAlexFDO

Authors 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 programmingrelaxationMarkowitz modelconfidence setsestimated functions

Mathematics Subject Classification ID

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

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Cites work

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• Universal confidence sets for the mode of a regression function

Cited in

(6)

• Random optimization on random sets
• Universal Confidence Sets for Solutions of Optimization Problems
• scientific article; zbMATH DE number 4100970 (Why is no real title available?)
• On rates of convergence for sample average approximations in the almost sure sense and in mean
• scientific article; zbMATH DE number 1462620 (Why is no real title available?)
• Comparing solutions under uncertainty in multiobjective optimization

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