Lexicographic alpha-robustness: an alternative to min-max criteria

Abstract : Robustness in Operations Research/Decision Aid is often associated with min-max and min-max regret criteria. This common approach to determine robust solutions consists in finding a solution which minimizes the maximal cost or regret. Nevertheless, these criteria are known to be too conservative. In this paper, we present and study a new robustness approach, called lexicographic α-robustness, which compensates for this major drawback and many others. Furthermore, we establish a link between lexicographic α-robustness and a third robustness approach called p-robustness.
Type de document :
Article dans une revue
European Journal of Operational Research, Elsevier, 2012, Vol. 220 (n° 3), pp 722-728
Liste complète des métadonnées

https://hal-rbs.archives-ouvertes.fr/hal-00809571
Contributeur : Sandrine Palmer <>
Soumis le : mardi 9 avril 2013 - 15:16:51
Dernière modification le : jeudi 11 janvier 2018 - 06:17:30

Identifiants

  • HAL Id : hal-00809571, version 1

Collections

PSL

Citation

Rim Kalai-Jemai, Claude Lamboray, Daniel Vanderpooten. Lexicographic alpha-robustness: an alternative to min-max criteria. European Journal of Operational Research, Elsevier, 2012, Vol. 220 (n° 3), pp 722-728. 〈hal-00809571〉

Partager

Métriques

Consultations de la notice

459