Article ID: | iaor1993836 |
Country: | Netherlands |
Volume: | 12 |
Issue: | 5 |
Start Page Number: | 331 |
End Page Number: | 336 |
Publication Date: | Nov 1992 |
Journal: | Operations Research Letters |
Authors: | Paolucci Massimo, Pesenti Raffaele |
Keywords: | programming: linear, programming: multiple criteria |
This work addresses multiattribute decision problems in which the decision maker’s preferences over a finite set of alternatives can be explicitly represented by a utility/cost function. A new cost function, with a multilinear Hessian, is introduced and assessed using linear programming. This new function makes it possible to deal with preferentially non-independent attributes.