Siegel der Universität Augsburg

Universität Augsburg
Institut für Mathematik

 Siegel der Universität Augsburg

 

Oberseminar Optimierung

 

Dr. Patrick Groetzner
Universität Augsburg
 
spricht am
 
Montag, 15. Juli 2019
 
um
 
11:00 Uhr
 
im
 
Raum 1009 (L1)
 
über das Thema:
 

»Multiobjective Optimization Under Uncertainty: A (Relative) Robust Regret Approach«

Abstract:
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.

 

Hierzu ergeht herzliche Einladung.
Prof. Dr. Mirjam Dür


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