Multicriteria choice based on criteria importance methods with uncertain preference information
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Multicriteria choice methods are developed by applying methods of criteria importance theory with uncertain information on criteria importance and with preferences varying along their scale. Formulas are given for computing importance coefficients and importance scale estimates that are “characteristic” representatives of the feasible set of these parameters. In the discrete case, an alternative with the highest probability of being optimal (for a uniform distribution of parameter value probabilities) can be used as the best one. It is shown how such alternatives can be found using the Monte Carlo method.
Keywordsmulticriteria decision making problems incomplete information on preferences conciliatory decisions surrogate importance coefficients maximum likelihood optimal alternative criteria importance theory
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