/evaluate-scenario-robustness

name: evaluate-scenario-robustness
description: "Aggregate a candidate, strategy, or portfolio across explicit scenarios under a declared robust-decision rule such as worst-case score, minimax regret, maximin, threshold survival, or pivot-trigger analysis."

evaluate-scenario-robustness

Purpose

Aggregate candidate performance across explicit scenarios under a declared robust-decision rule.

Input contract

required: [candidate_set, scenario_set, criterion_results, robustness_rule]
optional: [regret_definition, survival_thresholds, pivot_triggers]
constraints: [scenario results use common criteria and direction]

Procedure

1. Verify scenario comparability and criterion direction. 2. Apply the supplied rule: worst-case, minimax regret, maximin, survival, or pivot trigger. 3. Expose scenario-specific failures and tradeoffs. 4. Return ranking, rule sensitivity, and pivot conditions.

Output contract

produces: [robustness_assessment, robust_ranking, regret_or_worst_case, pivot_triggers]
delta_fields: [findings, decisions, uncertainties]

Quality gates

• At least 3 distinct futures are evaluated when the scenario set is intended to span uncertainty.
• Rule is declared before aggregation and applied consistently.
• A candidate failing a survival threshold is not rescued by averaging.

Parameterization

Caller supplies scenario schema, criterion scales, aggregation rule, regret/survival definitions, and pivot policy.

Failure and counterexamples

Reject hidden scenario weighting, incomparable metrics, or robustness claims from a single future.

Provenance map

• concept: experiment-execution/robustness-scoring
• concept: experiment-execution/strategy-robustness-testing
• concept: convergence/portfolio-optimization/robustness-under-uncertainty
• intermediate: Pass8/score-scenario-robustness
• intermediate: Pass8/evaluate-regret-robustness