Decisions with uncertain alternatives

作     者：Kleine, A 

作者机构：Univ Saarlandes Fachbereich Wirtschtswissensch Fachgebiet Allgemeine Betriebswirtsch Insb Unternehmensforsch D-66041 Saarbrucken Germany 

出 版 物：《OR SPEKTRUM》 (OR Spektrum)

年 卷 期：1999年第21卷第3期

页      面：315-329页

核心收录：

学科分类：12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070105[理学-运筹学与控制论] 0701[理学-数学] 

主　　题：decision theory uncertainty efficient alternatives surrogate models recourse problem 

摘      要：This paper analyses decision models with an uncertain set of alternatives defined by a deterministic objective function and constraints with uncertain coefficients. Here, in contrast to decisions under risk, the stochastic distribution of uncertain coefficients is not known. On the basis of an uncertain multiobjective decision model, we define efficient alternatives and formulate deterministic surrogate models. Uncertain decision models with recourse are introduced, and we present solution concepts that combine approaches from both multiobjective decision making and decision models with uncertain objective functions. These approaches are discussed in relation to stochastic and fuzzy programming and to models with linear partial information. In addition, ramifications of this particular approach are explored.