Kalaı¨, Rim; Lamboray, Claude; Vanderpooten, Daniel - In: European Journal of Operational Research 220 (2012) 3, pp. 722-728
Robustness in Operations Research/Decision Aid is often associated with min–max and min–max regret criteria. This …. 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 …