8.3 (Example 8.5). Find the Pareto optimal set of

with respect to type IV optimal robustness, subject to

under the assumption that E[z] = 0.

Transcribed Image Text:

y = 10+ 1.7z+1.7x12 -0.3x2z, y2 3+0.8z 1.3x1z + 0.9x2z, - -1x1,x21