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
Vortrag
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.
Zur Webseite der Veranstaltung
Veranstalter
Institut für Statistik und Operations Research
Kontakt
Mag. Vera Lehmwald
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38651
vera.lehmwald@univie.ac.at
Erstellt am Dienstag, 20. August 2019, 12:29
Letzte Änderung am Montag, 26. August 2019, 10:06