References
- Ben-Tal A , El Ghaoui L , Nemirovski A . Robust optimization. Princeton (NJ): Princeton University Press; 2009.
- Birge JR , Louveaux FV . Introduction to stochastic programming. New York (NY): Springer; 1997.
- Soyster AL . Convex programming with set-inclusive constraints and applications to inexact linear programming. Oper Res. 1973;21:1154–1157.
- Kouvelis P , Yu G . Robust discrete optimization and its applications. Amsterdam: Kluwer Academic; 1997.
- Ahuja RK , Möhring RH , Zaroliagis CD , editors. Robust and online large-scale optimization. Vol. 5868, Lecture notes in computer science. Berlin: Springer; 2009.
- Schöbel A . Generalized light robustness and the trade-off between robustness and nominal quality. Math Meth Oper Res. 2014;80:161–191.
- Ehrgott M . Multicriteria optimization. New York (NY): Springer; 2005.
- Klamroth K , Köbis E , Schöbel A , et al . A unified approach for different concepts of robustness and stochastic programming via non-linear scalarizing functionals. Optimization. 2013;62:649–671.
- Gerth (Tammer) C , Weidner P . Nonconvex separation theorems and some applications in vector optimization. J Optim Theory Appl. 1990;67:297–320.
- Göpfert A , Riahi H , Tammer C , et al . Variational methods in partially ordered spaces. New York (NY): Springer; 2003.
- Khan AA , Tammer C , Zălinescu C . Set-valued optimization: an introduction with applications. Berlin: Springer; 2015.
- Klamroth K , Köbis E , Schöbel A , et al . A unified approach to uncertain optimization. Eur J Oper Res. 2017;260:403–420.
- Köbis E . On robust optimization: relations between scalar robust optimization and unconstrained multicriteria optimization. J Optim Theory Appl. 2015;167:969–984.
- Jahn J . Scalarization in vector optimization. Math Program. 1984;29:203–218.
- Tammer C , Zălinescu C . Lipschitz properties of the scalarization function and applications. Optimization. 2010;59:305–319.
- Chen CR , Li LL , Li MH . Hölder continuity results for nonconvex parametric generalized vector quasiequilibrium problems via nonlinear scalarizing functions. Optimization. 2016;65:35–51.
- Chen JW , Köbis E , Köbis MA , et al . Optimality conditions for solutions of constrained inverse vector variational inequalities by means of nonlinear scalarization. J Nonlinear Var Anal. 2017;1:145–158.
- Tung LT . Higher-order contingent derivative of perturbation maps in multiobjective optimization. J Nonlinear Funct Anal. 2015. Article ID 19.
- Soleimani B , Tammer C . A vector-valued Ekelands variational principle in vector optimization with variable ordering structures. J Nonlinear Var Anal. 2017;1:89–110.
- Artzner P , Delbean F , Eber J-M , et al . Coherent measures of risk. Math Financ. 1999;9:203–228.