Robust multiple criteria ranking using a set of additive value functionsReportar como inadecuado




Robust multiple criteria ranking using a set of additive value functions - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

1 Faculty of Economics 2 LAMSADE - Laboratoire d-analyse et modélisation de systèmes pour l-aide à la décision 3 Institut d-Informatique

Abstract : We present a new method, called UTAGMS, for multiple criteria ranking of alternatives from set A using a set of additive value functions which result from an ordinal regression. The preference information provided by the decision maker is a set of pairwise comparisons on a subset of alternatives AR ⊆ A, called reference alternatives. The preference model built via ordinal regression is a set of all additive value functions compatible with the preference information. Using this model, one can define two relations in the set A: the necessary weak preference relation which holds for any two alternatives a, b from set A if and only if for all compatible value functions a is preferred to b, and the possible weak preference relation which holds for this pair if and only if for at least one compatible value function a is preferred to b. These relations establish a necessary and a possible ranking of alternatives from A, being, respectively, a partial preorder and a strongly complete and negatively transitive relation. The UTAGMS method is intended to be used interactively, with an increasing subset AR and a progressive statement of pairwise comparisons. When no preference information is provided, the necessary weak preference relation is a weak dominance relation, and the possible weak preference relation is a complete relation. Every new pairwise comparison of reference alternatives, for which the dominance relation does not hold, is enriching the necessary relation and it is impoverishing the possible relation, so that they converge with the growth of the preference information. Distinguishing necessary and possible consequences of preference information on the all set of actions, UTAGMS answers questions of robustness analysis. Moreover, the method can support the decision maker also when his-her preference statements cannot be represented in terms of an additive value function. The method is illustrated by an example solved using the UTAGMS software. Some extensions of the method are also presented.

Keywords : Robustness analysis Multiple criteria ranking Ordinal regression approach Additive value function





Autor: Salvatore Greco - Vincent Mousseau - Roman Slowinski -

Fuente: https://hal.archives-ouvertes.fr/



DESCARGAR PDF




Documentos relacionados