Interpretation of multicriteria decision making models with interacting criteria

Michel Grabisch and Christophe Labreuche ()
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Christophe Labreuche: Thales Research and Technology [Palaiseau] - THALES [France]

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

Abstract: We consider general MCDA models with discrete attributes. These models are shown to be equivalent to a multichoice game and we put some emphasis on discrete Generalized Independence Models (GAI), especially those which are 2-additive, that is, limited to terms of at most two attributes. The chapter studies the interpretation of these models. For general MCDA models, we study how to define a meaningful importance index, and propose mainly two kinds on importance indices: the signed and the absolute importance indices. For 2-additive GAI models , we study the issue of the decomposition, which is not unique in general. We show that for a monotone 2-additive GAI model, it is always possible to obtain a decomposition where each term is monotone. This has important consequences on the tractability and interpretability of the model.

Date: 2019
New Economics Papers: this item is included in nep-gth
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Published in New Perspectives in Multiple Criteria Decision Making, M. Doumpos, J. R. Figueira, S. Greco and C. Zopounidis (eds), inPress

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Working Paper: Interpretation of multicriteria decision making models with interacting criteria (2019)
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