Robust decisions in economic models
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Robustness in operational research and decision aiding: A multi-faceted issue
2010, European Journal of Operational ResearchCitation Excerpt :This is notably the case when a finite list of potential actions are evaluated according to several criteria, or by several evaluators, without starting by identifying a clear real-life problem. The following non-exhaustive list provides several examples of studies in this territory: Aloulou and Artigues (2007a), Aloulou and Artigues (2007b), Besharati and Azarm (2006), Beuthe and Scannella (2001), Billaut and Roubellat (1996), Dias (2007), Dias et al. (2002), Elkhyari et al. (2005), Figueira et al. (2008), Figueira et al. (2009), Greco et al. (2007b), Greco et al. (2008), Gupta and Rosenhead (1972), Goodwin and Wright (2001), Gutiérrez and Kouvelis, 1995), Jia and Ierapetritou (2007), Kouvelis et al. (1992), Lamboray (2007), Lempert (2006), Malcolm and Zenios (1994), Pierreval and Durieux (2007), Rosenhead (2001a), Rosenhead (2001b), Rosenhead et al. (1972), Salazar and Rocco (2007), Sanlaville (2007), Sengupta (1991), Sevaux et al. (2005), Sörensen and Sevaux (2007), and Vallin (2007). The forms of the potential responses are multiple, notably because it is possible to imagine both a large variety of theoretical problems that could lead to studies in territory S or M and an extremely diverse group of concrete contexts that could lead to studies in territory C or M.
Adaptive non-parametric efficiency frontier analysis: A neural-network-based model
2003, Computers and Operations ResearchOn the robust shortest path problem
1998, Computers and Operations ResearchInformation input for multi-stage stochastic programs
2010, IMA Journal of Management MathematicsRobustness in Operations Research and Decision Aiding
2010, Flexibility and Robustness in SchedulingMinmax Regret Median Location on a Network under Uncertainty
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Jati K. Sengupta is Professor of Economics and Operations Research at the University of California, Santa Barbara. He received his doctoral degree from Iowa State University and has held important managerial positions, including the Directorship of the Indian Institute of Management at Calcutta. He has done extensive theoretical and empirical research on stochastic systems and models and has had consulting experience with the World Bank, Ford Foundation and other agencies. His publications include 6 research monographs and over 200 research papers in such journals as Management Science, Journal of Optimization Theory and Applications, Operations Research, Econometrica, International Journal of Systems Science and Journal of Mathematical Analysis and Applications. His latest research monograph “Efficiency Analysis by Production Frontiers: the Nonparametric Approach” (1989) provides an up-to-date survey of research on data envelopment analysis which is used in this paper to illustrate the robustness of optimal decision rules.