Quality indicators (QIs) are functions that assign a real value to a set that represents the Pareto front approximation of a multi-objective optimization problem. In the evolutionary multi-objective optimization community, QIs have been mainly employed in two ways: (1) for the performance assessment of multi-objective evolutionary algorithms (MOEAs), which produce Pareto front approximations, and (2) to be adopted as the backbone of selection mechanisms of MOEAs. Regardless of the continuing advances on QIs and their utilization in MOEAs, there are currently a vast number of open questions in this researcharea. In this doctoral thesis, we have focused on two main research directions: the design of new selection mechanisms based on the competition and cooperation of multiple QIs, aiming to compensate for the weaknesses (in terms of convergence and diversity properties) of individual QIs with the strengths of the others. The second research axis is the generation of new QIs that are compliant with the Pareto dominance relation extended to sets. Such QIs have a direct impact on the type of conclusions that can be drawn about the performance of MOEAs. Our experimental results have shown that the use of multiple QIs either to design new selection mechanisms or to construct new Pareto-compliant QIs is a promising research direction that can improve the capabilities of MOEAs and that allows for a performance assessment of MOEAs with a higher degree of confidence.