Scenario theory for multi-criteria data-driven decision making

ArXi:2604.00553v1 Announce Type: cross 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.