Mean utility in the assurance region model

Mean utility in the assurance region model

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Article ID: iaor20031555
Country: Netherlands
Volume: 140
Issue: 1
Start Page Number: 93
End Page Number: 103
Publication Date: Jul 2002
Journal: European Journal of Operational Research
Authors:
Keywords: programming: convex
Abstract:

This paper addresses the problem of ranking a finite set of alternatives through a linear utility with coefficients randomly distributed. In order to model relative importance of the different criteria, assurance regions on weights are used. A closed formula for the expected utility of each alternative is obtained under uniformity assumptions, and as a consequence, different ranking methods are proposed.

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