Aggregation for Quality Management
Airline Seat Management With Round-Trip Requests
Algebraic solution to box-constrained bi-criteria problem of rating alternatives through pairwise comparisons
We consider a decision-making problem to evaluate absolute ratings of alternatives that are compared in pairs according to two criteria, subject to box constraints on the ratings. The problem is formulated as the log-Chebyshev approximation of two pairwise comparison matrices by a common consistent matrix (a symmetrically reciprocal matrix of unit rank), to minimize the approximation errors for both matrices simultaneously. We rearrange the approximation problem as a constrained bi-objective optimization...
Algunos progresos y problemas en la Ciencia de la decisión.
The study of decision making and problem solving has attracted much attention. Since the middle of this century the notion of rational decision making was associated with expected utility maximization, albeit in a very different way than D. Bernoulli (1738) envisioned. For decisions under risk, Von Neumann and Morgenstern (1947) formulated the axioms for expected utility. For decisions under uncertainty Savage (1954) developed the axioms leading simultaneously to subjective probability and expected...
Almost Higher Order Stochastic Dominance
In this paper, we develop the concept of almost stochastic dominance for higher order preferences and investigate the related properties of this concept.
An alternative method for construction of optimal sequential questionnaires
An analysis of supply chain decisions with asymmetrical retailers : effects of disruptions and static service cost on coordination mechanism
The risk of demand or production cost disruption is one of the challenging problems in the supply chain management. This paper explores a generalized supply chain game model incorporating the possible disruptions. We find that a nonlinear Grove wholesale price scheme can fully coordinate such a supply chain even when both market demand and production cost are disrupted. The nonlinear Grove wholesale price scheme has three sides to coordinate the decision behavior of the players. One is that the...
An analysis of supply chain decisions with asymmetrical retailers : effects of disruptions and static service cost on coordination mechanism
The risk of demand or production cost disruption is one of the challenging problems in the supply chain management. This paper explores a generalized supply chain game model incorporating the possible disruptions. We find that a nonlinear Grove wholesale price scheme can fully coordinate such a supply chain even when both market demand and production cost are disrupted. The nonlinear Grove wholesale price scheme has three sides to coordinate the decision behavior of the players. One is that the...
An Approach for Selecting Appropriate Methods for Treating Uncertainty in Knowledge Based Systems
An asset – liability management stochastic program of a leasing company
We build a multi-stage stochastic program of an asset-liability management problem of a leasing company, analyse model results and present a stress-testing methodology suited for financial applications. At the beginning, the business model of such a company is formulated. We introduce three various risk constraints, namely the chance constraint, the Value-at-Risk constraint and the conditional Value-at-Risk constraint along with the second-order stochastic dominance constraint, which are applied...
An Expert System for National Economy Model Simulation
An Improved Algorithm for a Bicriteria Batching Scheduling Problem
This note is concerned with the bicriteria scheduling problem on a series-batching machine to minimize maximum cost and makespan. An O(n5) algorithm has been established previously. Here is an improved algorithm which solves the problem in O(n3) time.
An Interactive Algorithm for Large Scale Multiple Objective Programming Problems With Fuzzy Parameters Through Topsis Approach
An interactive fuzzy satisficing method for multiobjective nonlinear integer programming problems with block-angular structures through genetic algorithms with decomposition procedures.
Analyse et classification de la littérature traitant de l'importance relative des critères en aide multicritère à la décision
Analysis of an Integrated Production-Sales Problem for One-Machine, Two-Product System
Analytic Hierarchy Model of the Selection of an Optimal Organization Variant
Application of a quantitative multiple criteria decision making (MCDM-1) approach to the analysis of investments in construction
Application of ELECTRE III and DEA Methods in the Bpr of a Bank Branch Network
Applications comparées des méthodes d'analyse multicritère UTA