A Conditional-Value-at-Risk Framework for Multi-Stakeholder Optimization
Video: https://vimeo.com/154897631 We use CVaR to create a general framework for computing compromise solutions in a multi-objective, multi-stakeholder setting. In this setting, we sample the preferences of a population of stakeholders and we observe that the stakeholder dissatisfactions (distance to their utopia points) can be interpreted as random variables. Consequently, …