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: | Conde Eduardo |
Keywords: | programming: convex |
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.