Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts

Jonas Ide () and Anita Schöbel ()
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Jonas Ide: Institute for Numerical and Applied Mathematics
Anita Schöbel: Institute for Numerical and Applied Mathematics

OR Spectrum: Quantitative Approaches in Management, 2016, vol. 38, issue 1, No 11, 235-271

Abstract: Abstract In this paper, we discuss various concepts of robustness for uncertain multi-objective optimization problems. We extend the concepts of flimsily, highly, and lightly robust efficiency and we collect different versions of minmax robust efficiency and concepts based on set order relations from the literature. Altogether, we compare and analyze ten different concepts and point out their relations to each other. Furthermore, we present reduction results for the class of objective-wise uncertain multi-objective optimization problems.

Keywords: Uncertainty; Robustness; Multi-objective optimization (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (35)

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DOI: 10.1007/s00291-015-0418-7

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