Sensitivity analysis incorporating fuzzy evaluation for scaling constants of multiattribute utility functions

Sensitivity analysis incorporating fuzzy evaluation for scaling constants of multiattribute utility functions

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Article ID: iaor20106948
Volume: 18
Issue: 3
Start Page Number: 383
End Page Number: 396
Publication Date: Sep 2010
Journal: Central European Journal of Operations Research
Authors: , ,
Keywords: programming: multiple criteria
Abstract:

A multiattribute utility function can be represented by a function of single-attribute utility functions if the decision maker's preference satisfies additive independence or mutually utility independence. Additive independence is a preference condition stronger than mutually utility independence, and the multiattribute utility function is in the additive form if the former condition is satisfied, otherwise it is in the multiplicative form. In this paper, we propose a method for sensitivity analysis of multiattribute utility functions in multiplicative form, taking into account the imprecision of the decision maker's judgment in the procedures for determining scaling constants (attribute weights).

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