Stochastic multiobjective acceptability analysis for the Choquet integral preference model and the scale construction problem

Silvia Angilella, Salvatore Corrente, Salvatore Greco

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Abstract

The Choquet integral preference model is adopted in Multiple Criteria Decision Aiding (MCDA) to deal with interactions between criteria, while the Stochastic Multiobjective Acceptability Analysis (SMAA) is an MCDA methodology considered to take into account uncertainty or imprecision on the considered data and preference parameters. In this paper, we propose to combine the Choquet integral preference model with the SMAA methodology in order to get robust recommendations taking into account all parameters compatible with the preference information provided by the Decision Maker (DM). In case the criteria are on a common scale, one has to elicit only a set of non-additive weights, technically a capacity, compatible with the DM’s preference information. Instead, if the criteria are on different scales, besides the capacity, one has to elicit also a common scale compatible with the preferences given by the DM. Our approach permits to explore the whole space of capacities and common scales compatible with the DM’s preference information.
Original languageEnglish
Pages (from-to)172-182
Number of pages11
JournalEuropean Journal of Operational Research
Volume240
Issue number1
Early online date2 Jul 2014
DOIs
Publication statusPublished - 1 Jan 2015

Keywords

  • MCDA
  • Choquet integral
  • SMAA
  • interacting criteria
  • evaluation scales

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