EURO-Online login
- New to EURO? Create an account
- I forgot my username and/or my password.
- Help with cookies
(important for IE8 users)
2497. Modeling Criteria and Project Interactions in Portfolio Decision Analysis with the Choquet Integral
Invited abstract in session MC-44: MCDM for project portfolio problems, stream Multiple Criteria Decision Analysis.
Monday, 12:30-14:00Room: 20 (building: 324)
Authors (first author is the speaker)
| 1. | Matteo Brunelli
|
| University of Trento | |
| 2. | Salvatore Corrente
|
| Department of Economics and Business, University of Catania |
Abstract
We introduce a comprehensive framework for addressing multicriteria portfolio decision analysis challenges, particularly in situations where between-projects independence or within-project independence may not be assumed. The Choquet integral preference model, a widely adopted non-additive integral in multicriteria decision analysis, is employed to consider potential interactions between projects and between criteria. In this context, to streamline the preference model and maintain problem manageability, we opt for the 2-additive Choquet integral, which assigns values only to individual entities and pairs of entities. An illustrative example demonstrates the application of our approach to a multicriteria portfolio decision analysis problem.
Keywords
- Decision Analysis
- Multi-Objective Decision Making
- Decision Support Systems
Status: accepted
Back to the list of papers