Article ID: | iaor20084056 |
Country: | Brazil |
Volume: | 22 |
Issue: | 2 |
Start Page Number: | 265 |
End Page Number: | 280 |
Publication Date: | Jul 2002 |
Journal: | Pesquisa Operacional |
Authors: | Mateos A., Rios-Insua S., Jimenez A. |
Keywords: | optimization: simulated annealing |
We consider the multiattribute decision-making problem under risk with partial information of the decision-makers' preferences modelled through an imprecise vectorial utility function and where the consequences are assumed under uncertainty. In this framework under imprecision, we introduce the appropriate utility efficient set that plays a fundamental role because it is where the decision-maker must look for a solution. However, this set can be difficult to determine. So, we provide a decision support system with a solution strategy based on interactive simulated annealing for generating a subset of efficient solutions that gives a fair representation of the whole set, to progressively derive one or several satisfying solutions to aid the decision-maker in his/her final choice.