Fairness in maximal covering location problems

Acknowledgments The authors thank the anonymous reviewers and the guest editors of this issue for their detailed comments on this paper, which provided significant insights for improving the previous versions of this manuscript. This research has been partially supported by Spanish Ministerio de Ciencia e Innovación, AEI/FEDER grant number PID2020-114594GB C21, AEI grant number RED2022-134149-T (Thematic Network: Location Science and Related Problems), Junta de Andalucía projects P18- FR-1422/2369 and projects FEDERUS-1256951, B-FQM-322-UGR20, CEI-3-FQM331 and NetmeetData (Fundación BBVA 2019). The first author was also partially supported by the IMAG-Maria de Maeztu grant CEX2020-001105-M /AEI /10.13039/501100011033 and UENextGenerationEU (ayudas de movilidad para la recualificación del profesorado universitario. The second author was also partially supported by the Research Program for Young Talented Researchers of the University of Málaga under Project B1-2022_37, Spanish Ministry of Education and Science grant number PEJ2018-002962-A, and the PhD Program in Mathematics at the Universidad de Granada.This paper provides a mathematical optimization framework to incorporate fairness measures from the facilities’ perspective to discrete and continuous maximal covering location problems. The main ingredients to construct a function measuring fairness in this problem are the use of (1) ordered weighted averaging operators, a popular family of aggregation criteria for solving multiobjective combinatorial optimization problems; and (2) -fairness operators which allow generalizing most of the equity measures. A general mathematical optimization model is derived which captures the notion of fairness in maximal covering location problems. The models are first formulated as mixed integer non-linear optimization problems for both the discrete and the continuous location spaces. Suitable mixed integer second order cone optimization reformulations are derived using geometric properties of the problem. Finally, the paper concludes with the results obtained from an extensive battery of computational experiments on real datasets. The obtained results support the convenience of the proposed approach.Spanish Ministerio de Ciencia e InnovaciónAEI/FEDER grant number PID2020-114594GB C21AEI grant number RED2022-134149-T (Thematic Network: Location Science and Related Problems)Junta de Andalucía projects P18- FR-1422/2369FEDERUS-1256951B-FQM-322-UGR20CEI-3-FQM331NetmeetData (Fundación BBVA 2019)IMAG-Maria de Maeztu grant CEX2020-001105-M /AEI /10.13039/501100011033UE NextGenerationEUResearch Program for Young Talented Researchers of the University of Málaga under Project B1-2022_37Spanish Ministry of Education and Science grant number PEJ2018-002962-

OWA-Based Multi-Criteria Decision Making based on Fuzzy Methods

One of the most important challenges in Multi-Attribute Decision Making (MADM) problem is "How can the optimal weights of the criteria be determined properly by the decision maker?". In the relevant research literature, various methods based on the requirements and assumptions of the problem were introduced to determine the weights of the criteria. In this regard, in particular, the Yager's OWA operator is one of the most significant and widely used approaches to evaluate the weight of criteria. But there is a drawback, which is that the results of Yager's OWA operator depend only on the level and size of decision-maker's risk and the dimension of the criteria. Therefore, in this paper, using a multi-objective decision making approach, we try to express this MADM challenge in the form of a generalization of the Yager's OWA operators and Ahn's method. One of the advantages of this generalization is that the proposed method uses all the information in the decision matrix compared to the methods proposed by Yager's OWA operators and the Ahn's method. The proposed approach is also able to enter the types of preferences considered by the decision maker for the criteria calculations as crisp or fuzzy quantities. Numerical examples and real dataset analysis based on a survey of students' opinions on teaching activities are provided

Indicators for the characterization of discrete Choquet integrals

Ordered weighted averaging (OWA) operators and their extensions are powerful tools used in numerous decision-making problems. This class of operator belongs to a more general family of aggregation operators, understood as discrete Choquet integrals. Aggregation operators are usually characterized by indicators. In this article four indicators usually associated with the OWA operator are extended to discrete Choquet integrals: namely, the degree of balance, the divergence, the variance indicator and Renyi entropies. All of these indicators are considered from a local and a global perspective. Linearity of indicators for linear combinations of capacities is investigated and, to illustrate the application of results, indicators of the probabilistic ordered weighted averaging -POWA- operator are derived. Finally, an example is provided to show the application to a specific context

Quantitative risk assessment, aggregation functions and capital allocation problems

[eng] This work is focused on the study of risk measures and solutions to capital allocation problems, their suitability to answer practical questions in the framework of insurance and financial institutions and their connection with a family of functions named aggregation operators. These operators are well-known among researchers from the information sciences or fuzzy sets and systems community. The first contribution of this dissertation is the introduction of GlueVaR risk measures, a family belonging to the more general class of distortion risk measures. GlueVaR risk measures are simple to understand for risk managers in the financial and insurance sectors, because they are based on the most popular risk measures (VaR and TVaR) in both industries. For the same reason, they are almost as easy to compute as those common risk measures and, moreover, GlueVaR risk measures allow to capture more intricated managerial and regulatory attitudes towards risk. The definition of the tail-subadditivity property for a pair of risks may be considered the second contribution. A distortion risk measure which satisfies this property has the ability to be subadditive in extremely adverse scenarios. In order to decide if a GlueVaR risk measure is a candidate to satisfy the tail-subadditivity property, conditions on its parameters are determined. It is shown that distortion risk measures and several ordered weighted averaging operators in the discrete finite case are mathematically linked by means of the Choquet integral. It is shown that the overall aggregation preference of the expert may be measured by means of the local degree of orness of the distortion risk measure, which is a concept taken over from the information sciences community and brung into the quantitative risk management one. New indicators for helping to characterize the discrete Choquet integral are also presented in this dissertation. The aim is complementing those already available, in order to be able to highlight particular features of this kind of aggregation function. Following this spirit, the degree of balance, the divergence, the variance indicator and Rényi entropies as indicators within the framework of the Choquet integral are here introduced. A major contribution derived from the relationship between distortion risk measures and aggregation operators is the characterization of the risk attitude implicit into the choice of a distortion risk measure and a confidence or tolerance level. It is pointed out that the risk attitude implicit in a distortion risk measure is to some extent contained in its distortion function. In order to describe some relevant features of the distortion function, the degree of orness indicator and a quotient function are used. It is shown that these mathematical devices give insights on the implicit risk behavior involved in risk measures and entail the definitions of overall, absolute and specific risk attitudes. Regarding capital allocation problems, a list of key elements to delimit these problems is provided and mainly two contributions are made. Firstly, it is shown that GlueVaR risk measures are as useful as other alternatives like VaR or TVaR to solve capital allocation problems. The second contribution is understanding capital allocation principles as compositional data. This interpretation of capital allocation principles allows the connection between aggregation operators and capital allocation problems, with an immediate practical application: Properly averaging several available solutions to the same capital allocation problem. This thesis contains some preliminary ideas on this connection, but it seems to be a promising research field.[spa] Este trabajo se centra en el estudio de medidas de riesgo y de soluciones a problemas de asignación de capital, en su capacidad para responder cuestiones prácticas en el ámbito de las instituciones aseguradoras y financieras, y en su conexión con una familia de funciones denominadas operadores de agregación. Estos operadores son bien conocidos entre los investigadores de las comunidades de las ciencias de la información o de los conjuntos y sistemas fuzzy. La primera contribución de esta tesis es la introducción de las medidas de riesgo GlueVaR, una familia que pertenece a la clase más general de las medidas de riesgo de distorsión. Las medidas de riesgo GlueVaR son sencillas de entender para los gestores de riesgo de los sectores financiero y asegurador, puesto que están basadas en las medidas de riesgo más populares (el VaR y el TVaR) de ambas industrias. Por el mismo motivo, son casi tan fáciles de calcular como estas medidas de riesgo más comunes pero, además, las medidas de riesgo GlueVaR permiten capturar actitudes de gestión y regulatorias ante el riesgo más complicadas. La definición de la propiedad de la subadditividad en colas para un par de riesgos se puede considerar la segunda contribución. Una medida de riesgo de distorsión que cumple esta propiedad tiene la capacidad de ser subadditiva en escenarios extremadamente adversos. Con el propósito de decidir si una medida de riesgo GlueVaR es candidata a satisfacer la propiedad de la subadditividad en colas se determinan condiciones sobre sus parámetros. Se muestra que las medidas de riesgo de distorsión y varios operadores de medias ponderadas ordenadas en el caso finito y discreto están matemáticamente relacionadas a través de la integral de Choquet. Se muestra que la preferencia global de agregación del experto puede medirse usando el nivel local de orness de la medida de riesgo de distorsión, que es un concepto trasladado des de la comunidad de las ciencias de la información hacia la comunidad de la gestión cuantitativa del riesgo. Nuevos indicadores para ayudar a caracterizar las integrales de Choquet en el caso discreto también se presentan en esta disertación. Se pretende complementar a los existentes, con el fin de ser capaces de destacar características particulares de este tipo de funciones de agregación. Con este espíritu, se presentan el nivel de balance, la divergencia, el indicador de varianza y las entropías de Rényi como indicadores en el ámbito de la integral de Choquet. Una contribución relevante que se deriva de la relación entre las medidas de riesgo de distorsión y los operadores de agregación es la caracterización de la actitud ante el riesgo implícita en la elección de una medida de riesgo de distorsión y de un nivel de confianza. Se señala que la actitud ante el riesgo implícita en una medida de riesgo de distorsión está contenida, hasta cierto punto, en su función de distorsión. Para describir algunos rasgos relevantes de la función de distorsión se usan el indicador nivel de orness y una función cociente. Se muestra que estos instrumentos matemáticos aportan información relativa al comportamiento ante el riesgo implícito en las medidas de riesgo, y que de ellos se derivan las definiciones de les actitudes ante el riego de tipo general, absoluto y específico. En cuanto a los problemas de asignación de capital, se proporciona un listado de elementos clave para delimitar estos problemas y se hacen principalmente dos contribuciones. En primer lugar, se muestra que las medidas de riesgo GlueVaR son tan útiles como otras alternativas tales como el VaR o el TVaR para resolver problemas de asignación de capital. La segunda contribución consiste en entender los principios de asignación de capital como datos composicionales. Esta interpretación de los principios de asignación de capital permite establecer conexión entre los operadores de agregación y los problemas de asignación de capital, con una aplicación práctica inmediata: calcular debidamente la media de diferentes soluciones disponibles para el mismo problema de asignación de capital. Esta tesis contiene algunas ideas preliminares sobre esta conexión, pero parece un campo de investigación prometedor

Indirect ties in knowledge networks:a social network analysis with ordered weighted averaging operators

This PhD thesis analyses networks of knowledge flows, focusing on the role of indirect ties in the knowledge transfer, knowledge accumulation and knowledge creation process. It extends and improves existing methods for mapping networks of knowledge flows in two different applications and contributes to two stream of research. To support the underlying idea of this thesis, which is finding an alternative method to rank indirect network ties to shed a new light on the dynamics of knowledge transfer, we apply Ordered Weighted Averaging (OWA) to two different network contexts. Knowledge flows in patent citation networks and a company supply chain network are analysed using Social Network Analysis (SNA) and the OWA operator. The OWA is used here for the first time (i) to rank indirect citations in patent networks, providing new insight into their role in transferring knowledge among network nodes; and to analyse a long chain of patent generations along 13 years; (ii) to rank indirect relations in a company supply chain network, to shed light on the role of indirectly connected individuals involved in the knowledge transfer and creation processes and to contribute to the literature on knowledge management in a supply chain. In doing so, indirect ties are measured and their role as means of knowledge transfer is shown. Thus, this thesis represents a first attempt to bridge the OWA and SNA fields and to show that the two methods can be used together to enrich the understanding of the role of indirectly connected nodes in a network. More specifically, the OWA scores enrich our understanding of knowledge evolution over time within complex networks. Future research can show the usefulness of OWA operator in different complex networks, such as the on-line social networks that consists of thousand of nodes

Blind restoration of images with penalty-based decision making : a consensus approach

In this thesis we show a relationship between fuzzy decision making and image processing . Various applications for image noise reduction with consensus methodology are introduced. A new approach is introduced to deal with non-stationary Gaussian noise and spatial non-stationary noise in MRI

Medidas de dispersión ordinal: aplicaciones a la medición del impacto de etiquetas lingüísticas y a problemas de decisión multicriterio con operadores OWA

Esta memoria está dedicada al análisis de la dispersión de datos de naturaleza cualitativa ordinal. En ella comenzamos haciendo una revisión profunda del estado del arte analizando y formulando rigurosamente las medidas de dispersión ordinal encontradas. A continuación estudiamos las propiedades existentes en la literatura y proponemos otras nuevas propiedades relevantes para las medidas de dispersión. Seguidamente clasificamos las medidas de dispersión ordinal en función de las propiedades que verifican. También introducimos una relación de equivalencia entre medidas de dispersión ordinal que nos permite agruparlas..