Automatic Criteria Weight Generation for Multi-criteria Decision Making Under Uncertainty

Author(s):  
Mats Danielson ◽  
Love Ekenberg
Author(s):  
D. DUBOIS ◽  
J. L. MARICHAL ◽  
H. PRADE ◽  
M. ROUBENS ◽  
R. SABBADIN

An overview of the use of the discrete Sugeno integral as either an aggregation tool or a preference functional is presented in the qualitative framework of two decision paradigms: multi-criteria decision-making and decision-making under uncertainty. The parallelism between the representation theorems in both settings is stressed, even if a basic requirement like the idempotency of the aggregation scheme should be explicitely stated in multi-criteria decision-making, while its counterpart is implicit in decision under uncertainty by equating the utility of a constant act with the utility of its consequence. Important particular cases of Sugeno integrals such as prioritized minimum and maximum operators, their ordered versions, and Boolean max-min functions are studied.


2021 ◽  
Vol 7 (2) ◽  
pp. 17-36
Author(s):  
Helena Gaspars-Wieloch

One-criterion decision making under uncertainty (1-DM/U) is related to situations in which the decision maker (DM) evaluates the alternatives on the basis of one objective, but e.g. due to numerous uncertain future factors some parameters of the problem are not deterministic. Instead of entirely known paramaters, a set of possible scenarios is available. Multi-criteria decision making under certainty (M-DM/C) concerns cases where the DM assesses particular options in terms of many objectives. The parameters are known. Therefore, scenario planning is redundant. Both issues are investigated by many researchers and practitioners, since real economic decision problems are usually at least uncertain or multi-objective. In the paper, numerous analogies between 1-DM/U and M-DM/C are revealed. Some of them have existed for many decades, but others, so far, have not been developed. A careful examination of all the similarities enables an improvement of existing methods and a formulation of new algorithms for 1-DM/U and M-DM/C. The article presents six pairs of similar procedures and contains the description of three novel approaches created by analogy to existing ones.


2018 ◽  
Vol 52 (2 (246)) ◽  
pp. 140-143
Author(s):  
A.A. Gevorgyan ◽  
H.S. Avagyan

This work presents development of a method for multi-criteria decision making under uncertainty conditions based on single-attribute value functions and probabilistic distributions. The values of different criteria are modeled using normal distributions, i.e. the value of the $ i $-th criteria of the $ j $-th option is given by $ x^j_i \sim \mathcal{N} ({\mu}^j_i, {\sigma}^j_i) $ distribution. The method is evaluated and the results are analyzed on a simple example.


2020 ◽  
Vol 13 (11) ◽  
pp. 280
Author(s):  
Helena Gaspars-Wieloch

The goal programming (GP) is a well-known approach applied to multi-criteria decision making (M-DM). It has been used in many domains and the literature offers diverse extensions of this procedure. On the other hand, so far, some evident analogies between M-DM under certainty and scenario-based one-criterion decision making under uncertainty (1-DMU) have not been revealed in the literature. These similarities give the possibility to adjust the goal programming to an entirely new domain. The purpose of the paper is to create a novel method for uncertain problems on the basis of the GP ideas. In order to achieve this aim we carefully examine the analogies occurring between the structures of both issues (M-DM and 1-DMU). We also analyze some differences resulting from a different interpretation of the data. By analogy to the goal programming, four hybrids for 1-DMU are formulated. They differ from each other in terms of the type of the decision maker considered (pessimist, optimist, moderate). The new decision rule may be helpful when solving uncertain problems since it is especially designed for neutral criteria, which are not taken into account in existing procedures developed for 1-DMU.


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