A Sensitivity Analysis Approach for Some Deterministic Multi‐Criteria Decision‐Making Methods*
针对多准则决策中权重和绩效值的不精确问题，提出了一种灵敏度分析方法，并在加权和模型、加权乘积模型和层次分析法三种常用方法上进行了验证。
ABSTRACT Often, data in multi‐criteria decision making (MCDM) problems are imprecise and changeable. Therefore, an important step in many applications of MCDM is to perform a sensitivity analysis on the input data. This paper presents a methodology for performing a sensitivity analysis on the weights on the decision criteria and the performance values of the alternatives expressed in terms of the decision criteria. The proposed methodology is demonstrated on three widely used decision methods. These methods are the weighted sum model (WSM), the weighted product model (WPM), and the analytic hierarchy process (AHP). This paper formalizes a number of important issues on sensitivity analysis and derives some critical theoretical results. Also, a number of illustrative examples and computational experiments further illustrate the application of the proposed methodology.