Supporting strategy selection in multiobjective decision problems under uncertainty and hidden requirements

Lauri Neuvonen, Matthias Wildemeersch, Eeva Vilkkumaa

Research output: Contribution to journalArticleScientificpeer-review

1 Citation (Scopus)
59 Downloads (Pure)

Abstract

Decision-makers are often faced with multi-faceted problems that require making trade-offs between multiple, conflicting objectives under various uncertainties. The task is even more difficult when considering dynamic, non-linear processes and when the decisions themselves are complex, for instance in the case of selecting trajectories for multiple decision variables. These types of problems are often solved using multiobjective optimization (MOO). A typical problem in MOO is that the number of Pareto optimal solutions can be very large, whereby the selection process of a single preferred solution is cumbersome. Moreover, preference between model-based solutions may not be determined only by their objective function values, but also in terms of how robust and implementable these solutions are. In this paper, we develop a methodological framework to support the identification of a small but diverse set of robust Pareto optimal solutions. In particular, we eliminate non-robust solutions from the Pareto front and cluster the remaining solutions based on their similarity in the decision variable space. This enables a manageable visual inspection of the remaining solutions to compare them in terms of practical implementability. We illustrate the framework and its benefits by means of an epidemic control problem that minimizes deaths and economic impacts, and a screening program for colorectal cancer that minimizes cancer prevalence and costs. These examples highlight the general applicability of the framework for disparate types of decision problems and process models.
Original languageEnglish
Pages (from-to)279-293
Number of pages15
JournalEuropean Journal of Operational Research
Volume307
Issue number1
Early online date7 Oct 2022
DOIs
Publication statusPublished - 16 May 2023
MoE publication typeA1 Journal article-refereed

Keywords

  • Decision support systems
  • Multiobjective optimization
  • Robustness
  • Pruning
  • Implementability

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