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Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions - MaRDI portal

Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337)

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scientific article; zbMATH DE number 7255254
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Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions
scientific article; zbMATH DE number 7255254

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    Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (English)
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    5 October 2020
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    stochastic multicriteria optimization
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    risk measures
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    stochastic dominance
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    order relations and utility
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    benchmarking
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    cut generation
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