分段线性价值函数在交互式多准则决策支持中的应用:一项蒙特卡洛研究

Use of Piecewise Linear Value Functions in Interactive Multicriteria Decision Support: A Monte Carlo Study

Management Science · 1993
被引 50
人大 A+FT50UTD24ABS 4*

中文导读

通过蒙特卡洛模拟,评估了建模假设和设计参数对基于价值函数的离散选择多准则决策方法的影响,发现分段线性形式能有效建模非线性,且结合成对权衡的偏好判断方法对判断误差具有高鲁棒性。

Abstract

This paper describes a Monte Carlo study conducted to evaluate the effects of modelling assumptions and design parameters on the behaviour of interactive methods for the discrete choice MCDM problem, based on explicit value function models. The purpose of the study is to identify those assumptions and parameters which lead to the most efficient use of preference judgements made by the decision maker, and to the greatest robustness to judgmental errors. It is concluded that nonlinearities in the value function need to be modelled, achieved here by use of a piecewise linear form. It was also found that search for indifference points, rather than using simple preference judgements alone, is of great advantage, best realized by expressing judgements in terms of pairwise trade-offs. Methods incorporating these features are highly robust to judgmental errors. Interactive methods of this class are compared with a priori fitting of similar value functions, and found to give a very similar quality of solution.

分段线性价值函数交互式多准则决策蒙特卡洛研究偏好判断鲁棒性