Project CEMAPRE internal
| Title | Pareto front estimation for DRO models |
| Participants | Filipe Rodrigues (Principal Investigator) |
| Summary | Distributionally robust optimization (DRO) models usually depend on specific risk parameters that control the level of uncertainty. Different values of such parameters lead to different solutions exhibiting different performance. This means there are no specific values of such parameters always leading to the best solutions. Hence, in this project, we intend to investigate how to determine a specific set of good values of the risk parameter (representative of all possible values) that can provide a set of solutions that are optimal for all possible values of the risk parameters. |