Robust Discrete Optimization Problems with the WOWA Criterion

In this paper a class of combinatorial optimization problems with uncertain costs is discussed. The uncertainty is modeled by specifying a discrete scenario set containing all possible vectors of the costs which may occur. In order to choose a solution the Weighted Ordered Weighted Averaging aggregation operator (WOWA) is used. The WOWA operator allows decision makers to take both their attitude towards the risk and subjective probabilities for scenarios into account. The complexity of the problem is described and an approximation algorithm with some guaranteed worst case ratio is constructed.

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