Robustness in operational research and decision aiding: A multi-faceted issue
Roy, Bernard (2010), Robustness in operational research and decision aiding: A multi-faceted issue, European Journal of Operational Research, 200, 3, p. 629-638. http://dx.doi.org/10.1016/j.ejor.2008.12.036
TypeArticle accepté pour publication ou publié
Journal nameEuropean Journal of Operational Research
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Abstract (EN)In Introduction, I explain the meaning I give to the qualifier term ”robust” and justify my preference for the expression robustness concern rather than robustness analysis, which I feel is likely to be interpreted too narrowly. In Section 2, I discuss this concern in more details and I try to clarify the numerous raisons d’être of this concern. As a means of examining the multiple facets of robustness concern more comprehensively, I explore the existing research about robustness, attempting to highlight what I see as the three different territories covered by these studies (Section 3). In Section 4, I refer to these territories to illustrate how responses to robustness concern could be even more varied than they currently are. In this perspective, I propose in Section 5 three new measures of robustness. In the last section, I identify several aspects of the problem that should be examined more closely because they could lead to new avenues of research, which could in turn yield new and innovative responses.
Subjects / KeywordsOptimization; Decision support; Robustness; Multiple criteria; Uncertainty
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