The multilinear model in multicriteria decision making: The case of 2-additive capacities and contributions to parameter identification

Guilherme Dean Pelegrina, Leonardo Tomazeli Duarte (), Michel Grabisch and João Marcos Travassos Romano
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Guilherme Dean Pelegrina: DSPCom - Laboratory of Signal Processing for Communications - UNICAMP - Universidade Estadual de Campinas = University of Campinas, UNICAMP - Universidade Estadual de Campinas = University of Campinas, CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique
Leonardo Tomazeli Duarte: UNICAMP - Universidade Estadual de Campinas = University of Campinas
João Marcos Travassos Romano: UnB - Universidade de Brasilia = University of Brasilia [Brasília]

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Abstract: In several multicriteria decision making problems, it is important to consider interactions among criteria in order to satisfy the preference relations provided by the decision maker. This can be achieved by using aggregation functions based on fuzzy measures, such as the Choquet integral and the multilinear model. Although the Choquet integral has been studied in a large number of works, one does not find the same literature with respect to the multilinear model. In this context, the contribution of this work is twofold. We first provide a formulation of the multilinear model by means of a 2-additive capacity. A second contribution lies in the problem of capacity identification. We consider a supervised approach and apply optimization models with and without regularization terms. Results obtained in numerical experiments with both synthetic and real data attest the performance of the considered approaches.

Keywords: 2-additive capacity; capacity identification; multilinear model; multi-attribute utility theory; multiple criteria analysis (search for similar items in EconPapers)
Date: 2020
New Economics Papers: this item is included in nep-upt
Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-02379646v1
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Published in European Journal of Operational Research, 2020, 282, pp.945-956. ⟨10.1016/j.ejor.2019.10.005⟩

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Related works:
Journal Article: The multilinear model in multicriteria decision making: The case of 2-additive capacities and contributions to parameter identification (2020)
Working Paper: The multilinear model in multicriteria decision making: The case of 2-additive capacities and contributions to parameter identification (2020)
Working Paper: The multilinear model in multicriteria decision making: The case of 2-additive capacities and contributions to parameter identification (2020)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:pseptp:halshs-02379646

DOI: 10.1016/j.ejor.2019.10.005

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