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Treatment of Set-Valued Robustness via Separation and Scalarization.

Authors :
Das, Madhusudan
Nahak, Chandal
Biswal, Mahendra Prasad
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

Subjects :
*ZERO sum games
*IMAGE analysis

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