A unified approach to uncertain optimization
type: Item
instance of: scholarly article
title: A unified approach to uncertain optimization
zbMATH Open document ID: 1403.90534
author: Kathrin Klamroth
author: Elisabeth Köbis
author: Anita Schöbel
author: Chr. Tammer
published in: European Journal of Operational Research
publication date: 2018-05-29T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 90C31
zbMATH DE Number: 6875779
zbMATH Keywords: robust optimization
zbMATH Keywords: stochastic optimization
zbMATH Keywords: set optimization
zbMATH Keywords: vector optimization
zbMATH Keywords: nonlinear scalarization
MaRDI profile type: Publication
full work available at URL: j.ejor.2016.12.045
OpenAlex ID: W2568353940
cites work: Approximation of min-max and min-max regret versions of some combinatorial optimization problems
cites work: General approximation schemes for min-max (regret) versions of some (pseudo-)polynomial problems
cites work: Convergence theory for nonconvex stochastic programming with an application to mixed logit
cites work: Duality in robust optimization: Primal worst equals dual best
cites work: Q3182207
cites work: Adjustable robust solutions of uncertain linear programs
cites work: Robust solutions of linear programming problems contaminated with uncertain data
cites work: The Price of Robustness
cites work: Introduction to Stochastic Programming
cites work: Multicriteria Optimization
cites work: Minmax robustness for multi-objective optimization problems
cites work: Vector Optimization Problems and Their Solution Concepts
cites work: Definition and characterization of Geoffrion proper efficiency for real vector optimization with infinitely many criteria
cites work: Recent advances in robust optimization: an overview
cites work: Q3340523
cites work: Nonconvex separation theorems and some applications in vector optimization
cites work: Robust solutions to multi-objective linear programs with uncertain data
cites work: Variational methods in partially ordered spaces
cites work: Q2746971
cites work: Proper efficiency with respect to cones
cites work: About the applicability of MCDA to some robustness problems
cites work: Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations
cites work: The relationship between multi-objective robustness concepts and set-valued optimization
cites work: Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts
cites work: Vector Optimization
cites work: Set-valued Optimization
cites work: A unified approach for different concepts of robustness and stochastic programming via non-linear scalarizing functionals
cites work: Nonsmooth equations in optimization. Regularity, calculus, methods and applications
cites work: Algorithm robust for the bicriteria discrete optimization problem
cites work: Robust discrete optimization and its applications
cites work: Q5732050
cites work: Q4703393
cites work: Some duality theorems of set-valued optimization with natural criteria
cites work: On cone convexity of set-valued maps
cites work: Q4486938
cites work: Extending the MAD portfolio optimization model to incorporate downside risk aversion
cites work: Multiple criteria linear programming model for portfolio selection
cites work: Q5192663
cites work: Robust Decisions under Risk for Imprecise Probabilities
cites work: Tail mean and related robust solution concepts
cites work: On consistency of stochastic dominance and mean-semideviation models
cites work: Dual Stochastic Dominance and Related Mean-Risk Models
cites work: On efficient WOWA optimization for decision support under risk
cites work: Scalarizing vector optimization problems
cites work: A decision-theoretic approach to robust optimization in multivalued graphs
cites work: Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity
cites work: SUBLINEAR OPERATORS AND THEIR APPLICATIONS
cites work: The Multiobjective Discrete Optimization Problem: A Weighted Min-Max Two-Stage Optimization Approach and a Bicriteria Algorithm
cites work: Generalized light robustness and the trade-off between robustness and nominal quality
cites work: Lectures on Stochastic Programming
cites work: Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
cites work: An interactive weighted Tchebycheff procedure for multiple objective programming
cites work: On the completeness and constructiveness of parametric characterizations to vector optimization problems
cites work: Geoffrion proper efficiency in an infinite dimensional space
cites work: The robust spanning tree problem with interval data
cites work: Restricted robust uniform matroid maximization under interval uncertainty
DOI: 10.1016/J.EJOR.2016.12.045