On importance indices in multicriteria decision making

Michel Grabisch, Christophe Labreuche () and Mustapha Ridaoui ()
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Christophe Labreuche: Thales Research and Technology [Palaiseau] - THALES [France]
Mustapha Ridaoui: CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique

Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) from HAL

Abstract: We address the problem of how to define an importance index in multicriteria decision problems, when a numerical representation of preferences is given. We make no restrictive assumption on the model, which could have discrete or continuous attributes, and in particular , it is not assumed that the model is monotonically increasing or decreasing with respect to the attributes. Our analysis first considers discrete models, which are seen to be equivalent to multichoice games. We propose essentially two importance indices, namely the signed importance index and the absolute importance index, both based on the average variation of the value of the model induced by a given attribute. We provide several axiomatizations for these importance indices, extend them to the continuous case, and finally illustrate them with examples: classical simple models and an example of discomfort evaluation based on real data.

Keywords: Shapley value; Multichoice game; Choquet integral; Multiple criteria analysis (search for similar items in EconPapers)
Date: 2019-08-16
New Economics Papers: this item is included in nep-gth
Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-02380863v1
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Published in European Journal of Operational Research, 2019, 277 (1), pp.269-283. ⟨10.1016/j.ejor.2019.02.035⟩

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Related works:
Journal Article: On importance indices in multicriteria decision making (2019)
Working Paper: On importance indices in multicriteria decision making (2019)
Working Paper: On importance indices in multicriteria decision making (2019)
Working Paper: On importance indices in multicriteria decision making (2018)
Working Paper: On importance indices in multicriteria decision making (2018)
Working Paper: On importance indices in multicriteria decision making (2018)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:cesptp:halshs-02380863

DOI: 10.1016/j.ejor.2019.02.035

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