l'α -robustesse lexicographique : une relaxation de la β-robustesse

Rim Kalaï (1, 2) , Claude Lamboray (3)

1 LAMSADE - Laboratoire d'analyse et modélisation de systèmes pour l'aide à la décision
2 Pôle de Recherche - Rouen Business School
3 Service de Mathematiques appliquée

In this paper, we are interested in two particular robustness approaches: on the one hand an approach based on the concept of quasi-optimality which we will call β -robustness and on the other hand lexicographic α-robustness. We will focus on properties that these two approaches have in common. Furthermore, we will establish a link between lexicographic α -robustness and β-robustness which will show that the first approach is indeed a relaxation of the latter approach.

Mots clés: β-robustness; Lexicographic α-robustness; β-robustness.

Domaines: Complexité [cs.CC]; Recherche opérationnelle [math.OC]

Rim Kalaï, Claude Lamboray. l'α -robustesse lexicographique : une relaxation de la β-robustesse. 2007. ⟨hal-00180062⟩