A decision-theoretic approach to robust optimization in multivalued graphs

  title={A decision-theoretic approach to robust optimization in multivalued graphs},
  author={Patrice Perny and Olivier Spanjaard and Louis-Xavier Storme},
  journal={Annals of Operations Research},
This paper is devoted to the search of robust solutions in finite graphs when costs depend on scenarios. We first point out similarities between robust optimization and multiobjective optimization. Then, we present axiomatic requirements for preference compatibility with the intuitive idea of robustness in a multiple scenarios decision context. This leads us to propose the Lorenz dominance rule as a basis for robustness analysis. Then, after presenting complexity results about the determination… 

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