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Treatment of Set-Valued Robustness via Separation and Scalarization.
- Source :
-
Journal of Optimization Theory & Applications . May2024, Vol. 201 Issue 2, p843-865. 23p. - Publication Year :
- 2024
-
Abstract
- This paper aims to present alternative characterizations for different types of set-valued robustness concepts. Equivalent scalar representations for various set order relations are derived when the sets are the union of sets. Utilizing these findings in conjunction with image space analysis, specific isolated sets are defined for different notions of robust solutions. These isolated sets serve as the basis for deriving both necessary and sufficient robust optimality conditions. The validity of the results is demonstrated through several illustrative examples. Additionally, the paper concludes with an application of our present approach to two-player zero-sum matrix games. [ABSTRACT FROM AUTHOR]
- Subjects :
- *ZERO sum games
*IMAGE analysis
Subjects
Details
- Language :
- English
- ISSN :
- 00223239
- Volume :
- 201
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Journal of Optimization Theory & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 177148818
- Full Text :
- https://doi.org/10.1007/s10957-024-02423-4