Publication Date



Technical Report: UTEP-CS-22-126


In many practical situations, for each alternative i, we do not know the corresponding gain xi, we only know the interval [li,ui] of possible gains. In such situations, a reasonable way to select an alternative is to choose some value α from the interval [0,1] and select the alternative i for which the Hurwicz combination α*ui + (1 − α)*li is the largest possible. In situations when we do not know the user's α, a reasonable idea is to select all alternatives that are optimal for some α. In this paper, we describe a feasible algorithm for such a selection.