- Tytuł:
- Decision Support under Risk by Optimization of Scenario Importance Weighted OWA Aggregations
- Autorzy:
-
Ogryczak, W.
Śliwiński, T. - Powiązania:
- https://bibliotekanauki.pl/articles/308912.pdf
- Data publikacji:
- 2009
- Wydawca:
- Instytut Łączności - Państwowy Instytut Badawczy
- Tematy:
-
aggregation methods
decisions under risk
OWA
scenarios
WOWA - Opis:
- The problem of evaluation outcomes under several scenarios to form overall objective functions is of considerable importance in decision support under uncertainty. The fuzzy operator defined as the so-called weighted OWA (WOWA) aggregation offers a well-suited approach to this problem. The WOWA aggregation, similar to the classical ordered weighted averaging (OWA), uses the preferential weights assigned to the ordered values (i.e., to the worst value, the second worst and so on) rather than to the specific criteria. This allows one to model various preferences with respect to the risk. Simultaneously, importance weighting of scenarios can be introduced. In this paper we analyze solution procedures for optimization problems with the WOWA objective functions related to decisions under risk. Linear programming formulations are introduced for optimization of theWOWA objective representing risk averse preferences. Their computational efficiency is demonstrated.
- Źródło:
-
Journal of Telecommunications and Information Technology; 2009, 3; 5-13
1509-4553
1899-8852 - Pojawia się w:
- Journal of Telecommunications and Information Technology
- Dostawca treści:
- Biblioteka Nauki
Artykuł