Sensitivity Analysis for Multiobjective Decision Support

Abstract

In problems where the criterion scores and priorities can be estimated with complete certainty and where all evaluation methods yield the same ranking of alternatives, this ranking is certain. In the majority of problems, however, scores and priorities are uncertain and evaluation methods involve different assumptions. Since the aim of evaluation is to provide the decision maker with the best alternative or with a ranking of alternatives, these uncertainties are only relevant in relation to their impact on the ranking. In this chapter, therefore, procedures are introduced to analyze systematically the sensitivity of the ranking to:

• overall uncertainty in scores and priorities (Section 4.2);

• changes in a priority or a criterion score (Section 4.3);

• changes in all priorities (Section 4.4);

• the choice of an evaluation method (Section 4.5).

A major part of this chapter is based on Rietveld and Janssen (1989).