Interactive approach in multicriteria analysis based on stochastic dominance

• Autorzy: Nowak M.
• Języki publikacji: EN

Abstrakty

EN

The paper considers a discrete stochastic multicriteria problem. This problem can be denned by a finite set of actions A, a set of attributes X and a set of evaluations E. It is assumed that the performance probability distributions for each action on each attribute are known. A new procedure for such a problem is proposed. It is based on two concepts: stochastic dominance and interactive approach. Stochastic dominance is employed for comparing evaluations of actions with respect, to attributes. The STEM methodology is employed in the dialogue procedure between decision maker and decision model. In each step a candidate action a_i is generated. The decision maker examines evaluations of a_i, with respect to attributes and selects the one that satisfies him/her. Then the decision maker defines the limit of concessions, which can be made on average evaluations with respect to this attribute. The procedure continues until a satisfactory action is found.

Słowa kluczowe

EN

multiple criteria analysis; interactive approach; uncertainty modeling; stochastic dominance

PL

analiza wielokryterialna; metoda interakcyjna; modelowanie niepewności; dominacja stochastyczna

• Wydawca: Systems Research Institute, Polish Academy of Sciences
• Czasopismo: Control and Cybernetics
• Rocznik: 2004
• Tom: Vol. 33, no 3
• Strony: 463--476
• Opis fizyczny: Bibliogr. 36 poz.

Twórcy

autor

Nowak M.

• Department of Operations Research, The Karol Adamiecki University of Economics in Katowice, 1 Maja 50, 40-287 Katowice, Poland,

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