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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

Type
Article accepté pour publication ou publié
Date
2010
Journal name
European Journal of Operational Research
Volume
200
Number
3
Publisher
Elsevier
Pages
629-638
Publication identifier
http://dx.doi.org/10.1016/j.ejor.2008.12.036
Metadata
Show full item record
Author(s)
Roy, Bernard
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 / Keywords
Optimization; Decision support; Robustness; Multiple criteria; Uncertainty

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