We study the approximation of general multiobjective optimization problems with the help of scalarizations. Existing … results state that multiobjective minimization problems can be approximated well by norm-based scalarizations. However, for … optimization problems can, in principle, be approximated equally well by scalarizations. In this context, we introduce a …

We study the approximation of general multiobjective optimization problems with the help of scalarizations. Existing … results state that multiobjective minimization problems can be approximated well by norm-based scalarizations. However, for … optimization problems can, in principle, be approximated equally well by scalarizations. In this context, we introduce a …

would not be time consistent in general. The deduced recursive relation for the scalarizations of multiportfolio time … consistent set-valued risk measures provided in this paper requires consideration of the entire family of scalarizations. In this … on scalarizations of dynamic multi-objective problems (Karnam, Ma and Zhang (2017), Kováčová and Rudloff (2021)).  …