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2517. Stochastic Multicriteria Acceptability Analysis with Nonadditive Probability
Invited abstract in session MA-44: Preference Learning 1, stream Multiple Criteria Decision Analysis.
Monday, 8:30-10:00Room: 20 (building: 324)
Authors (first author is the speaker)
| 1. | Sally Giuseppe Arcidiacono
|
| Department of Economics and Business, University of Catania | |
| 2. | Salvatore Corrente
|
| Department of Economics and Business, University of Catania | |
| 3. | Salvatore Greco
|
| Department of Economics and Business, University of Catania |
Abstract
We consider a nonadditive probability in the weight vector space considered by Stochastic Multicriteria Acceptability Analysis. We show that this allows us to represent uncertainty with respect to the weights to be assigned to the considered criteria as well as the Decision Maker’s (DM’s) optimism or pessimism in evaluating alternatives. After a motivating didactic example, we introduce our methodology, which is based on the definition of a nonadditive probability as a transformation of an additive probability in the weight vector space. To this end, we consider specific families of probability distributions and transformation functions discussing the results they provide, proposing also a methodology to induce them from DM’s preference information. We discuss the results obtained through our methodology in the domain of composite indicators, considering an application in the framework of sustainable development of European Countries.
Keywords
- Decision Support Systems
- Decision Analysis
Status: accepted
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