EconPapers    
Economics at your fingertips  
 

Stochastic multiobjective acceptability analysis for the Choquet integral preference model and the scale construction problem

Silvia Angilella, Salvatore Corrente () and Salvatore Greco ()

European Journal of Operational Research, 2015, vol. 240, issue 1, 172-182

Abstract: The Choquet integral preference model is adopted in Multiple Criteria Decision Aiding (MCDA) to deal with interactions between criteria, while the Stochastic Multiobjective Acceptability Analysis (SMAA) is an MCDA methodology considered to take into account uncertainty or imprecision on the considered data and preference parameters. In this paper, we propose to combine the Choquet integral preference model with the SMAA methodology in order to get robust recommendations taking into account all parameters compatible with the preference information provided by the Decision Maker (DM). In case the criteria are on a common scale, one has to elicit only a set of non-additive weights, technically a capacity, compatible with the DM’s preference information. Instead, if the criteria are on different scales, besides the capacity, one has to elicit also a common scale compatible with the preferences given by the DM. Our approach permits to explore the whole space of capacities and common scales compatible with the DM’s preference information.

Keywords: MCDA; Choquet integral; SMAA; Interacting criteria; Evaluation scales (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (41) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0377221714005347
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:240:y:2015:i:1:p:172-182

DOI: 10.1016/j.ejor.2014.06.031

Access Statistics for this article

European Journal of Operational Research is currently edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati

More articles in European Journal of Operational Research from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2024-02-18
Handle: RePEc:eee:ejores:v:240:y:2015:i:1:p:172-182