Observatorio de I+D+i UPM

Memorias de investigación
Ponencias en congresos:
Domimamce Measuring Approach using Stochastic Weights
Año:2010
Áreas de investigación
  • Matemáticas
Datos
Descripción
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.
Internacional
Si
Nombre congreso
25th Mini-EURO Conference
Tipo de participación
960
Lugar del congreso
Coimbra, Portugal
Revisores
Si
ISBN o ISSN
978-989-95055-3-7
DOI
Fecha inicio congreso
15/04/2010
Fecha fin congreso
17/04/2010
Desde la página
1
Hasta la página
6
Título de las actas
Uncertainty and Robustness in Planning and Decision Making
Esta actividad pertenece a memorias de investigación
Participantes
  • Autor: Alfonso Mateos Caballero (UPM)
  • Autor: Antonio Jimenez Martin (UPM)
  • Autor: Arminda Moreno Diaz (UPM)
  • Autor: Ernesto Aaron Aguayo Garcia (UPM)
Grupos de investigación, Departamentos, Centros e Institutos de I+D+i relacionados
  • Creador: Grupo de Investigación: Grupo de análisis de decisiones y estadística
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