Resumen
We present and analyze several definitions of Pareto optimality for multicriteria optimization or decision problems with uncertainty primarily in their objective function values. In comparison to related notions of Pareto robustness, we first provide a full characterization of an alternative efficient set hierarchy that is based on six different ordering relations both with respect to the multiple objectives and a possibly finite, countably infinite or uncountable number of scenarios. We then establish several scalarization results for the generation of the corresponding efficient points using generalized weighted-sum and epsilon-constraint techniques. Finally, we leverage these scalarization results to also derive more general conditions for the existence of efficient points in each of the corresponding optimality classes, under suitable assumptions.
| Idioma original | English |
|---|---|
| Páginas (desde-hasta) | 357-368 |
| Número de páginas | 12 |
| Publicación | European Journal of Operational Research |
| Volumen | 281 |
| N.º | 2 |
| DOI | |
| Estado | Published - mar. 1 2020 |
Nota bibliográfica
Funding Information:First parts of this work were completed under the authors’ previous affiliations at the University of Colorado Denver (both authors) and Lancaster University (first author only), whose support is gratefully acknowledged. Final results together with their presentation in this paper were also greatly improved thanks to many helpful suggestions by the journal editor and three anonymous reviewers.
Publisher Copyright:
© 2019 Elsevier B.V.
ASJC Scopus Subject Areas
- General Computer Science
- Modelling and Simulation
- Management Science and Operations Research
- Information Systems and Management