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dc.contributor.authorKalaï, Rim
dc.contributor.authorLamboray, Claude
dc.contributor.authorVanderpooten, Daniel
dc.date.accessioned2012-02-15T12:34:41Z
dc.date.available2012-02-15T12:34:41Z
dc.date.issued2012
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/8167
dc.language.isoenen
dc.subjectRobustnessen
dc.subjectUncertainty modellingen
dc.subjectMin-max cost/regreten
dc.subjectScenariosen
dc.subjectPreference relationsen
dc.subject.ddc003en
dc.titleLexicographic α-robustness : an alternative to min-maxcriteriaen
dc.typeArticle accepté pour publication ou publié
dc.contributor.editoruniversityotherRouen Business School 1;France
dc.contributor.editoruniversityotherService de Mathématiques Appliquées, Université de Luxembourg;Luxembourg
dc.description.abstractenRobustness 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.en
dc.relation.isversionofjnlnameEuropean Journal of Operational Research
dc.relation.isversionofjnlvol220
dc.relation.isversionofjnlissue3
dc.relation.isversionofjnlpages722-728
dc.relation.isversionofdoihttp://dx.doi.org/10.1016/j.ejor.2012.01.056en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherElsevieren
dc.subject.ddclabelRecherche opérationnelleen


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