Stability analysis of tree structured decision functions

Stability analysis of tree structured decision functions

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Article ID: iaor20053239
Country: Netherlands
Volume: 160
Issue: 3
Start Page Number: 676
End Page Number: 695
Publication Date: Feb 2005
Journal: European Journal of Operational Research
Authors: ,
Abstract:

In multicriteria decision problems many values must be assigned, such as the importance of the different criteria and the values of the alternatives with respect to subjective criteria. Since these assignments are approximate, it is very important to analyze the sensitivity of results when small modifications of the assignments are made. When solving a multicriteria decision problem, it is desirable to choose a decision function that leads to a solution as stable as possible. We propose here a method based on genetic programming that produces better decision functions than the commonly used ones. The theoretical expectations are validated by case studies.

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