Goberna, M.A.; Jeyakumar, V.; Li, G.; Vicente-Pérez, J. - In: European Journal of Operational Research 242 (2015) 3, pp. 730-743
In this paper we examine multi-objective linear programming problems in the face of data uncertainty both in the objective function and the constraints. First, we derive a formula for the radius of robust feasibility guaranteeing constraint feasibility for all possible scenarios within a...