Bi-criteria Optimization Problem for Decision Rules and Systems of Rules: Cost Versus Uncertainty

Abstract

In this chapter, we consider algorithms which construct the sets of Pareto optimal points for bi-criteria optimization problems for decision rules and decision rule systems relative to cost and uncertainty. We also show how the constructed set of Pareto optimal points can be transformed into the graphs of functions which describe the relationships between the considered cost function and uncertainty measure. Finally, we present experiments displaying the existence of trade-offs in various decision tables.