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Record W2529415110 · doi:10.1287/moor.2016.0796

Proper Efficiency and Tradeoffs in Multiple Criteria and Stochastic Optimization

2016· article· en· W2529415110 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueMathematics of Operations Research · 2016
Typearticle
Languageen
FieldDecision Sciences
TopicRisk and Portfolio Optimization
Canadian institutionsDalhousie University
Fundersnot available
KeywordsMathematicsEquivalence (formal languages)Mathematical optimizationStochastic programmingStochastic optimizationGeneralizationBounded functionExpected valueLinear programmingOptimization problemMathematical economicsDiscrete mathematicsStatistics

Abstract

fetched live from OpenAlex

The mathematical equivalence between linear scalarizations in multiobjective programming and expected-value functions in stochastic optimization suggests to investigate and establish further conceptual analogies between these two areas. In this paper, we focus on the notion of proper efficiency that allows us to provide a first comprehensive analysis of solution and scenario tradeoffs in stochastic optimization. In generalization of two standard characterizations of properly efficient solutions using weighted sums and augmented weighted Tchebycheff norms for finitely many criteria, we show that these results are generally false for infinitely many criteria. In particular, these observations motivate a slightly modified definition to prove that expected-value optimization over continuous random variables still yields bounded tradeoffs almost everywhere in general. Further consequences and practical implications of these results for decision-making under uncertainty and its related theory and methodology of multiple criteria, stochastic and robust optimization are discussed.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.010
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.570
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0040.010
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.256
GPT teacher head0.464
Teacher spread0.208 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it