Montag, 07. Oktober 2019, 16:45 - 17:45 iCal

ISOR Colloquium

"Multiobjective Optimization Under Uncertainty: A (Relative) Robust Regret Approach"

Speaker: Patrick Groetzner (Univ. Augsburg)

HS 7 OMP1 (#1.303)
Oskar-Morgenstern-Platz 1, 1090 Wien


Consider a multiobjective decision problem with uncertainty given as a set of scenarios. In the single criteria case, robust optimization methodology helps to identify solutions which remain feasible and of good quality for all possible scenarios. Here one method is to compare the possible decisions under uncertainty against the optimal decision with the benefit of hindsight, i.e. to minimize the regret of not having chosen the optimal decision. In this talk, I will extend this regret to the multiobjective setting to introduce a robust strategy for multiobjective optimization under uncertainty.

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Institut für Statistik und Operations Research


Mag. Vera Lehmwald
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38651