On the Pareto envelope for multiobjective optimization

Multiobjective optimization problems (MOPs) with parametric right-hand-side coefficients model decision-making problems in the presence of multiple and conflicting objective functions and under uncertainty. For a parametrized family of general MOPs with the vector parameter drawn from a convex polytope serving as an uncertainty set, we introduce the concept of Pareto envelope and examine its properties. Special results for a linear case are included.