Proper Efficiency and Tradeoffs in Multiple Criteria and Stochastic Optimization
From MaRDI portal
Publication:2976144
DOI10.1287/moor.2016.0796zbMath1359.90128OpenAlexW2529415110MaRDI QIDQ2976144
Publication date: 13 April 2017
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/90193/1/paper.pdf
stochastic optimizationstochastic programmingmultiobjective programmingrobust optimizationmulticriteria optimizationdecision making under uncertaintyproper efficiencylinear scalarizationweighted sum methodexpected value functionTradeoffsaugmented Tchebycheff norm
Multi-objective and goal programming (90C29) Stochastic programming (90C15) Management decision making, including multiple objectives (90B50)
Related Items
Slack-based generalized Tchebycheff norm scalarization approaches for solving multiobjective optimization problems, Pareto solutions in multicriteria optimization under uncertainty
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stochastic optimization over a Pareto set associated with a stochastic multi-objective optimization problem
- Generalized light robustness and the trade-off between robustness and nominal quality
- About the applicability of MCDA to some robustness problems
- Robustness in operational research and decision aiding: a multi-faceted issue
- A modified weighted Tchebycheff metric for multiple objective programming
- An improved definition of proper efficiency for vector maximization with respect to cones
- Proper efficiency with respect to cones
- Distribution sensitivity in stochastic programming
- On the notion of proper efficiency in vector optimization
- Robust discrete optimization and its applications
- Characterizing generalized trade-off directions
- On cone characterizations of weak, proper and Pareto optimality in multiobjective optimization
- On generalized trade-off directions in nonconvex multiobjective optimization
- Recent advances in robust optimization: an overview
- The relationship between multi-objective robustness concepts and set-valued optimization
- Definition and characterization of Geoffrion proper efficiency for real vector optimization with infinitely many criteria
- Multicriteria modeling and tradeoff analysis for oil load dispatch and hauling operations at Noble energy
- Dynamic pricing and inventory control: robust vs. stochastic uncertainty models---a computational study
- Proper efficiency and the theory of vector maximization
- Chance-Constrained Programming
- Linear Programming under Uncertainty
- A unified approach for different concepts of robustness and stochastic programming via non-linear scalarizing functionals
- Proper Efficiency in Nonconvex Multicriteria Programming
- Theory and Applications of Robust Optimization
- The Multiobjective Discrete Optimization Problem: A Weighted Min-Max Two-Stage Optimization Approach and a Bicriteria Algorithm
- Robust and Stochastically Weighted Multiobjective Optimization Models and Reformulations
- Lectures on Stochastic Programming
- Light Robustness
- Proper Efficient Points for Maximizations with Respect to Cones
- On Cone-Efficiency, Cone-Convexity and Cone-Compactness
- Super Efficiency in Vector Optimization
- An interactive weighted Tchebycheff procedure for multiple objective programming
- Geoffrion proper efficiency in an infinite dimensional space
- Technical Note—Proper Efficiency and the Linear Vector Maximum Problem
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
- Quantitative Stability in Stochastic Programming: The Method of Probability Metrics
- Existence and density results for proper efficiency in cone compact sets
