SMAA-choquet: stochastic multicriteria acceptability analysis for the choquet integral

S. Angilella, S. Corrente, Salvatore Greco

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review

    Abstract

    In this paper, we extend the Choquet integral decision model in the same spirit of the Stochastic Multicriteria Acceptability Analysis (SMAA) method that takes into account a probability distribution over the preference parameters of multiple criteria decision methods. In order to enrich the set of parameters (the capacities) compatible with the DM's preference information on the importance of criteria and interaction between couples of criteria, we put together Choquet integral with SMAA. The sampling of the compatible preference parameters (the capacities) is obtained by a Hit-and-Run procedure. Finally, we evaluate a set of capacities contributing to the evaluation of the rank acceptability indices and of the central preference parameters as done in the SMAA methods.
    Original languageEnglish
    Title of host publicationAdvances on Computational Intelligence: 14th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems, Proceedings, Part 4
    EditorsSalvatore Greco, B. Bouchon-Meunier, G. Coletti, M. Fedrizzi, B. Matarazzo, R. Yager
    Place of PublicationBerlin
    PublisherSpringer
    Pages248-257
    Number of pages10
    ISBN (Print)9783642317231
    DOIs
    Publication statusPublished - 2012

    Publication series

    NameCommunications in Computer and Information Science
    PublisherSpringer
    Number300
    ISSN (Print)1865-0929

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