Interactive approach in multicriteria analysis based on stochastic dominance
نویسنده
چکیده
The paper considers a discrete stochastic multicriteria problem. This problem can be defined by a finite set of actions A, a set of attributes X and a set of evaluations E. It is assumed that the performance probability distributions for each action on each attribute are known. A new procedure for such a problem is proposed. It is based on two concepts: stochastic dominance and interactive approach. Stochastic dominance is employed for comparing evaluations of actions with respect to attributes. The STEM methodology is employed in the dialogue procedure between decision maker and decision model. In each step a candidate action ai is generated. The decision maker examines evaluations of ai with respect to attributes and selects the one that satisfies him/her. Then the decision maker defines the limit of concessions, which can be made on average evaluations with respect to this attribute. The procedure continues until a satisfactory action is found.
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