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By employing scalarization techniques for set-valued probabilities, we derive optimality conditions. Additionally, we establish generalized convexity properties and stability conditions, which further underpin the robustness of our approach. This comprehensive framework finds significant applications in areas such as financial portfolio management and risk measure theory, where it provides powerful tools for addressing uncertainty, optimizing decision-making, and ensuring resilience against variability in probabilistic models.<\/jats:p>","DOI":"10.1007\/s10957-025-02790-6","type":"journal-article","created":{"date-parts":[[2025,8,29]],"date-time":"2025-08-29T05:24:25Z","timestamp":1756445065000},"update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Generalized Robust Optimization using the Notion of Set-Valued Probability"],"prefix":"10.1007","volume":"207","author":[{"given":"Davide La","family":"Torre","sequence":"first","affiliation":[]},{"given":"Franklin","family":"Mendivil","sequence":"additional","affiliation":[]},{"given":"Matteo","family":"Rocca","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2025,8,29]]},"reference":[{"key":"2790_CR1","doi-asserted-by":"crossref","unstructured":"Artstein, Z.: Set-valued measures. 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