Real-world problems typically require the simultaneous optimization of several, often conflicting objectives. Many of these multi-objective optimization problems are characterized by wide ranges of uncertainties in their decision variables or objective functions, which further increases the complexity of optimization. To cope with such uncertainties, robust optimization is widely studied aiming to distinguish candidate solutions with uncertain objectives specified by confidence intervals, probability distributions or sampled data. However, existing techniques mostly either fail to consider the actual distributions or assume uncertainty as instances of uniform or Gaussian distributions. This paper introduces an empirical approach that enables an efficient comparison of candidate solutions with uncertain objectives that can follow arbitrary distributions. Given two candidate solutions under comparison, this operator calculates the probability that one solution dominates the other in terms of each uncertain objective. It can substitute for the standard comparison operator of existing optimization techniques such as evolutionary algorithms to enable discovering robust solutions to problems with multiple uncertain objectives. This paper also proposes to incorporate various uncertainties in well-known multi-objective problems to provide a benchmark for evaluating uncertainty-aware optimization techniques. The proposed comparison operator and benchmark suite are integrated into an existing optimization tool that features a selection of multi-objective optimization problems and algorithms. Experiments show that in comparison with existing techniques, the proposed approach achieves higher optimization quality at lower overheads.