Robustesse en aide multicritère à la décision

Hassene Aissi (1) , Bernard Roy (1)

1 LAMSADE - Laboratoire d'analyse et modélisation de systèmes pour l'aide à la décision

After bringing precisions to the meaning we give to several of the terms used in this paper (e.g., robustness, result, procedure, method), we highlight the principal character-istics of most of the publications about robustness. Subsequently, we present several partial responses to the question "why robustness is a matter of interest in Multi-Criteria Decision Aiding (MCDA)?" (see Section 2). Only then do we provide an outline for this paper. At this point, we introduce the concept of variable settings, which serves to con-nect what we define as the formal representation of the decision aiding problem and the real-life decisional context. We then introduce five typical problems that will serve as reference problems in the rest of the paper. Section 3 deals with recent approaches that involve a single robustness criterion completing (but not replacing) a preference system that has been defined previously, independently of the robustness concern. The follow-ing section deals with approaches in which the robustness concern is modelled using several criteria. Section 5 deals with the approaches in which robustness is considered other than by using one or several criteria to compare the solutions. These approaches generally involve using one or several properties destined to characterize the robust solution or to draw robust conclusions. In these last three sections, diverse new directions for research are envisioned.

Domaines: Recherche opérationnelle [math.OC]

Hassene Aissi, Bernard Roy. Robustesse en aide multicritère à la décision. 2008. ⟨hal-00907049⟩