Robust and Stochastically Weighted Multiobjective Optimization Models and Reformulations
نویسندگان
چکیده
منابع مشابه
Robust and Stochastically Weighted Multiobjective Optimization Models and Reformulations
We introduce and study a family of models for multi-expert multi-objective/criteria decision making. These models use a concept of weight robustness to generate a risk averse decision. In particular, the multi-expert multi-criteria robust weighted sum approach (McRow) introduced in this paper identifies a (robust) Pareto optimum decision that minimizes the worst case weighted sum of objectives ...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2012
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.1120.1071