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Algebraic solution to box-constrained bi-criteria problem of rating alternatives through pairwise comparisons

Nikolai Krivulin (2022)

Kybernetika

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.

Sixto Ríos (1998)

Revista Matemática Complutense

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

Cuizhen Niu, Xu Guo (2014)

RAIRO - Operations Research - Recherche Opérationnelle

In this paper, we develop the concept of almost stochastic dominance for higher order preferences and investigate the related properties of this concept.

An analysis of supply chain decisions with asymmetrical retailers : effects of disruptions and static service cost on coordination mechanism

Kebing Chen, Lei Yang, Yanxia Liu (2012)

RAIRO - Operations Research - Recherche Opérationnelle

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

Kebing Chen, Lei Yang, Yanxia Liu (2012)

RAIRO - Operations Research

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 asset – liability management stochastic program of a leasing company

Tomáš Rusý, Miloš Kopa (2018)

Kybernetika

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 Improved Algorithm for a Bicriteria Batching Scheduling Problem

Cheng He, Xiumei Wang, Yixun Lin, Yundong Mu (2013)

RAIRO - Operations Research - Recherche Opérationnelle

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.

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