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Memorias de investigación
Communications at congresses:
Domimamce Measuring Approach using Stochastic Weights
Year:2010
Research Areas
  • Mathematics
Information
Abstract
In this paper we propose an approach to obtain a ranking of alternatives in multicriteria decision-making problems when there is imprecision concerning the alternative performances, component utility functions and weights. We assume decision maker's preferences are represented by an additive multi-attribute utility function, in which weights are modeled by independent normal variables, the performance in each attribute for each alternative is an interval value and classes of utility functions are available for each attribute. The approach we propose is based on dominance measures, which are computed in a similar way that when the imprecision concerning weights is modeled by uniform distributions or by an ordinal relation. In this paper we will show how the approach can be applied when the imprecision concerning weights are represented by normal distributions. Extensions to other distributions, such as truncated normal or beta, can be feasible using Monte Carlo simulation techniques.
International
Si
Congress
25th Mini-EURO Conference
960
Place
Coimbra, Portugal
Reviewers
Si
ISBN/ISSN
978-989-95055-3-7
Start Date
15/04/2010
End Date
17/04/2010
From page
1
To page
6
Uncertainty and Robustness in Planning and Decision Making
Participants
  • Autor: Alfonso Mateos Caballero (UPM)
  • Autor: Antonio Jimenez Martin (UPM)
  • Autor: Arminda Moreno Diaz (UPM)
  • Autor: Ernesto Aaron Aguayo Garcia (UPM)
Research Group, Departaments and Institutes related
  • Creador: Grupo de Investigación: Grupo de análisis de decisiones y estadística
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