Interactive simulated annealing for solving imprecise discrete multiattribute problems under risk

Interactive simulated annealing for solving imprecise discrete multiattribute problems under risk

0.00 Avg rating0 Votes
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: , ,
Keywords: optimization: simulated annealing
Abstract:

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.

Reviews

Required fields are marked *. Your email address will not be published.