A unified approach to uncertain optimization.

Kathrin Klamroth,Elisabeth Köbis,Anita Schöbel,Christiane Tammer

European Journal of Operational Research（2017）

引用 45|浏览45

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摘要

•Unifying framework for dealing with different models in uncertain optimization•Characterization based on set optimization, vector optimization, and scalarization•Robust optimization with infinite uncertainty sets•New modeling approaches for uncertainties in optimization problems

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关键词

Robust optimization,Stochastic optimization,Set optimization,vector optimization,Nonlinear scalarization

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