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Elisabeth Köbis, Christiane Tammer, Optimality conditions in optimization under uncertainty

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DOI: 10.23952/jnva.7.2023.5.07

Volume 7, Issue 5, 1 October 2023, Pages 769-784

 

Abstract. Most optimization problems involve uncertain data due to measurement errors, unknown future developments, and modeling approximations. In this paper, we consider scalar optimization problems under uncertainty with infinite scenario sets. We apply methods from vector optimization in general spaces, set-valued optimization, and scalarization techniques to derive necessary optimality conditions for solutions of robust optimization problems.

 

How to Cite this Article:
E. Köbis, C. Tammer, Optimality conditions in optimization under uncertainty, J. Nonlinear Var. Anal. 7 (2023), 769-784.