Pseudo-criteria versus linear utility function in stochastic multi-criteria acceptability analysis

Risto Lahdelma*, Pekka Salminen

*Tämän työn vastaava kirjoittaja

Tutkimustuotos: LehtiartikkeliArticleScientificvertaisarvioitu

53 Sitaatiot (Scopus)

Abstrakti

Stochastic multi-criteria acceptability analysis (SMAA) is a multi-criteria decision support method for multiple decision-makers (DMs) in discrete problems. SMAA does not require explicit or implicit preference information from the DMs. Instead, the method is based on exploring the weight space in order to describe the valuations that would make each alternative the preferred one. Partial preference information can be represented in the weight space analysis through weight distributions. In this paper we compare two variants of the SMAA method using randomly generated test problems with 2-12 criteria and 4-12 alternatives. In the original SMAA, a utility or value function models the DMs' preference structure, and the inaccuracy or uncertainty of the criteria is represented by probability distributions. In SMAA-3, ELECTRE III-type pseudo-criteria are used instead. Both methods compute for each alternative an acceptability index measuring the variety of different valuations that supports this alternative, and a central weight vector representing the typical valuations resulting in this decision. We seek answers to three questions: (1) how similar are the results provided by the decision models, (2) what kind of systematic differences exists between the models, and (3) how could one select indifference and preference thresholds of the pseudo-criteria model to match a utility model with given probability distributions?

AlkuperäiskieliEnglanti
Sivut454-469
Sivumäärä16
JulkaisuEuropean Journal of Operational Research
Vuosikerta141
Numero2
DOI - pysyväislinkit
TilaJulkaistu - 1 syyskuuta 2002
OKM-julkaisutyyppiA1 Julkaistu artikkeli, soviteltu

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