The question we address is how robust solutions react to changes in the uncertainty set. We prove the location of robust solutions with respect to the magnitude of a possible decrease in uncertainty, namely when the uncertainty set shrinks, and convergence of the sequence of robust solutions. In...

In this paper second-order necessary optimality conditions for nonsmooth vector optimization problems are given by smooth approximations. We extend to the vector case the approach introduced by Ermoliev, Norkin and Wets to define generalized derivatives for discontinuous functions as limit of...