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Robustness analysis in decision aiding, optimization, and analytics

Author: Michael Doumpos; Constantin Zopounidis; Evangelos Grigoroudis
Publisher: Switzerland : Springer, [2016] ©2016
Series: International series in operations research & management science, 241.
Edition/Format:   Print book : EnglishView all editions and formats
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Michael Doumpos; Constantin Zopounidis; Evangelos Grigoroudis
ISBN: 3319331191 9783319331195 3319331213 9783319331218
OCLC Number: 945231285
Description: xxi, 321 pages : illustrations (some color) ; 24 cm.
Contents: SMAA in Robustness Analysis.- Data-driven Robustness Analysis for Multicriteria Classification Problems Using Preference Disaggregation Approaches.- Robustness for Adversarial Risk Analysis.- From Statistical Decision Theory to Robust Optimization: A Maximin Perspective on Robust Decision-Making.- The State of Robust Optimization.- Robust Discrete Optimization under Discrete and Interval Uncertainty - A Survey.- Performance Analysis in Robust Optimization.- Robust-Soft Solutions in Linear Optimization Problems with Fuzzy Parameters.- Robust Machine Scheduling Based on Group of Permutable Jobs.- How Robust is a Robust Policy? Comparing Alternative Robustness Metrics for Robust Decision-making.- Developing Robust Climate Policies: A Fuzzy Cognitive Map Approach.- Robust Optimization Approaches to Single Period Portfolio Allocation Problem.- Portfolio Optimization with Second-Order Stochastic Dominance Constraints and Portfolios Dominating Indices.- Robust DEA Approaches to Performance Evaluation of Olive Oil Production under Uncertainty.
Series Title: International series in operations research & management science, 241.
Responsibility: Michael Doumpos, Constantin Zopounidis, Evangelos Grigoroudis, editors.

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