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
Volume300
Edition300
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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