Yingjie Fan

Center-Outward q-Dominance: A Sample-Computable Proxy for Strong Stochastic Dominance in Stochastic Multi-Objective Optimisation

Stochastic multi-objective optimization (SMOOP) requires ranking multivariate distributions; yet, most empirical studies perform scalarization, which loses information and is unreliable. Based on the optimal transport theory, we introduce the center-outward q-dominance relation and prove it implies