arXiv · 1504.07863
Using the WOWA operator in robust discrete optimization problems
Abstract
In this paper a class of discrete optimization problems with uncertain costs is discussed. The uncertainty is modeled by introducing a scenario set containing a finite number of cost scenarios. A probability distribution in the scenario set is available. In order to choose a solution the weighted OWA criterion (WOWA) is applied. This criterion allows decision makers to take into account both probabilities for scenarios and the degree of pessimism/ optimism. In this paper the complexity of the considered class of discrete optimization problems is described and some exact and approximation algorithms for solving it are proposed. An application to a selection problem, together with results of computational tests are shown.
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Adam Kasperski, Pawel Zielinski. 2015-04-29. Using the WOWA operator in robust discrete optimization problems. https://arxiv.org/abs/1504.07863
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