Inferring robust decision models in multicriteria classification problems: An experimental analysis

Michael Doumpos (), Constantin Zopounidis () and Emilios C. Galariotis ()
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Emilios C. Galariotis: Audencia Recherche - Audencia Business School

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Abstract: Recent research on robust decision aiding has focused on identifying a range of recommendations from preferential information and the selection of representative models compatible with preferential constraints. This study presents an experimental analysis on the relationship between the results of a single decision model (additive value function) and the ones from the full set of compatible models in classification problems. Different optimization formulations for selecting a representative model are tested on artificially generated data sets with varying characteristics.

Keywords: Multiple criteria analysis; Robustness; Disaggregation analysis; Monte Carlo simulation (search for similar items in EconPapers)
Date: 2014-01-03
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Citations: View citations in EconPapers (20)

Published in European Journal of Operational Research, 2014, 236 (2), pp.601-611. ⟨10.1016/j.ejor.2013.12.034⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00961323

DOI: 10.1016/j.ejor.2013.12.034

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