A unified approach to uncertain optimization

作者：Klamroth Kathrin; Koebis Elisabeth; Schoebel Anita; Tammer Christiane

来源：European Journal of Operational Research, 2017, 260(2): 403-420.

DOI：10.1016/j.ejor.2016.12.045

• Robust optimization
• Stochastic optimization
• Set optimization
• vector optimization
• Nonlinear scalarization

In this paper we consider uncertain scalar optimization problems with infinite scenario sets. We apply methods from vector optimization in general spaces, set-valued optimization and scalarization techniques to develop a unified characterization of different concepts of robust optimization and stochastic programming. These methods provide new insights on the interrelation between different concepts for handling uncertainties and naturally lead to new concepts of robustness.

• 出版日期2017-7-16