Scenario theory for multi-criteria data-driven decision making
The scenario approach provides a powerful data-driven framework for designing solutions under uncertainty with rigorous probabilistic robustness guarantees. Existing theory, however, primarily addresses assessing robustness with respect to a single appropriateness criterion for the solution based on a dataset, whereas many practical applications - including multi-agent decision problems - require the simultaneous consideration of multiple criteria and the assessment of their robustness based on multiple datasets, one per criterion. This paper develops a general scenario theory for multi-criteria data-driven decision making. A central innovation lies in the collective treatment of the risk...
| Authors | Simone Garatti, Lucrezia Manieri, Alessandro Falsone et al. |
|---|---|
| Primary category | stat.ML |
| Published | 1 April 2026 |
| Last updated at source | 1 April 2026 |
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