Due to the real-life issue of decision making in the presence of uncertainty and multiple conflicting objectives, it is of interest to solve optimization problems that incorporate these two aspects. To address this type of problem, we undertake the computation of highly robust efficient solutions to uncertain multiobjective linear programs with objective-wise uncertainty in the cost matrix coefficients, and we address unbounded feasible regions as well as unbounded uncertainty sets. We provide methods for checking whether or not the highly robust efficient set is empty, computing highly robust efficient points, and determining whether a given solution of interest is highly robust efficient. An application in the area of bank management is included.

中文翻译：

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在计算高度健壮的高效解决方案时

由于存在不确定性和多个相互冲突的目标的情况下决策的现实问题，因此解决包含这两个方面的优化问题是很有意义的。为了解决这类问题，我们对成本矩阵系数具有客观不确定性的不确定多目标线性程序进行了高度鲁棒的高效解决方案的计算，并且我们解决了无界可行区域以及无界不确定性集。我们提供了以下方法：检查高度鲁棒的有效集是否为空，计算高度鲁棒的有效点以及确定给定的目标解决方案是否具有高度鲁棒的效率。包括银行管理领域的应用程序。