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

S. Angilella; S. Corrente; Salvatore Greco

doi:10.1007/978-3-642-31724-8_26

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

S. Angilella, S. Corrente, Salvatore Greco

Research output: Chapter in Book/Report/Conference proceeding › Chapter (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 language	English
Title of host publication	Advances on Computational Intelligence: 14th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems, Proceedings, Part 4
Editors	Salvatore Greco, B. Bouchon-Meunier, G. Coletti, M. Fedrizzi, B. Matarazzo, R. Yager
Place of Publication	Berlin
Publisher	Springer
Pages	248-257
Number of pages	10
ISBN (Print)	9783642317231
DOIs	https://doi.org/10.1007/978-3-642-31724-8_26
Publication status	Published - 2012

Publication series

Name	Communications in Computer and Information Science
Publisher	Springer
Number	300
ISSN (Print)	1865-0929

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Angilella, S., Corrente, S., & Greco, S. (2012). SMAA-choquet: stochastic multicriteria acceptability analysis for the choquet integral. In S. Greco, B. Bouchon-Meunier, G. Coletti, M. Fedrizzi, B. Matarazzo, & R. Yager (Eds.), Advances on Computational Intelligence: 14th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems, Proceedings, Part 4 (pp. 248-257). (Communications in Computer and Information Science; No. 300). Springer. https://doi.org/10.1007/978-3-642-31724-8_26

Angilella, S. ; Corrente, S. ; Greco, Salvatore. / SMAA-choquet: stochastic multicriteria acceptability analysis for the choquet integral. Advances on Computational Intelligence: 14th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems, Proceedings, Part 4. editor / Salvatore Greco ; B. Bouchon-Meunier ; G. Coletti ; M. Fedrizzi ; B. Matarazzo ; R. Yager. Berlin : Springer, 2012. pp. 248-257 (Communications in Computer and Information Science; 300).

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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.",

author = "S. Angilella and S. Corrente and Salvatore Greco",

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Angilella, S, Corrente, S & Greco, S 2012, SMAA-choquet: stochastic multicriteria acceptability analysis for the choquet integral. in S Greco, B Bouchon-Meunier, G Coletti, M Fedrizzi, B Matarazzo & R Yager (eds), Advances on Computational Intelligence: 14th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems, Proceedings, Part 4. Communications in Computer and Information Science, no. 300, Springer, Berlin, pp. 248-257. https://doi.org/10.1007/978-3-642-31724-8_26

SMAA-choquet: stochastic multicriteria acceptability analysis for the choquet integral. / Angilella, S.; Corrente, S.; Greco, Salvatore.
Advances on Computational Intelligence: 14th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems, Proceedings, Part 4. ed. / Salvatore Greco; B. Bouchon-Meunier; G. Coletti; M. Fedrizzi; B. Matarazzo; R. Yager. Berlin: Springer, 2012. p. 248-257 (Communications in Computer and Information Science; No. 300).

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

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AU - Corrente, S.

AU - Greco, Salvatore

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N2 - 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.

AB - 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.

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Angilella S, Corrente S, Greco S. SMAA-choquet: stochastic multicriteria acceptability analysis for the choquet integral. In Greco S, Bouchon-Meunier B, Coletti G, Fedrizzi M, Matarazzo B, Yager R, editors, Advances on Computational Intelligence: 14th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems, Proceedings, Part 4. Berlin: Springer. 2012. p. 248-257. (Communications in Computer and Information Science; 300). doi: 10.1007/978-3-642-31724-8_26

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

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