Robust multicriteria risk-averse stochastic programming models
نویسندگان
چکیده
منابع مشابه
Robust multicriteria risk-averse stochastic programming models
In this paper, we study risk-averse models for multicriteria optimization problems under uncertainty. We use a weighted sum-based scalarization and take a robust approach by considering a set of scalarization vectors to address the ambiguity and inconsistency in the relative weights of each criterion. We model the risk aversion of the decision makers via the concept of multivariate conditional ...
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ژورنال
عنوان ژورنال: Annals of Operations Research
سال: 2017
ISSN: 0254-5330,1572-9338
DOI: 10.1007/s10479-017-2526-z