Finding the Trade-off between Robustness and Worst-case Quality
Juergen Branke, Ke Lü · 2015
Many real-world problems are subject to uncertainty, and often solutions should not only be good, but also robust against environmental disturbances or deviations from the decision variables. While most papers dealing with robustness aim at finding solutions with a high expected performance given a distribution of the uncertainty, we examine the trade-off between the allowed deviations from the decision variables (tolerance level), and the worst case performance given the allowed deviations. A possible application are manufacturing tolerances, where an engineer can specify an allowed tolerance for manufacturing, but a low tolerance requirement incurs substantially higher manufacturing cost, whereas a high tolerance requirement usually means having to accept a lower worst-case quality of the solution.