Article ID: | iaor20031191 |
Country: | Germany |
Volume: | 92 |
Issue: | 3 |
Start Page Number: | 537 |
End Page Number: | 554 |
Publication Date: | Jan 2002 |
Journal: | Mathematical Programming |
Authors: | Novikova N.M., Pospelova I.I. |
Formalization for problems of multicriteria decision making under uncertainty is constructed in terms of guaranteed and weak estimates. A relevant definition of the vector maximinimax value is given. Parameterization and approximation of maximum, minimax, and maximinimax values based on the inverse logical convolution are suggested. An application for multicommodity networks is considered.