Stability analysis of tree structured decision functions

Anikó Ekárt, S.Z. Németh

Research output: Contribution to journalArticle

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.
Original languageEnglish
Pages (from-to)676-695
Number of pages20
JournalEuropean Journal of Operational Research
Volume160
Issue number3
DOIs
Publication statusPublished - 1 Feb 2005

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Multi-criteria
Decision problem
Stability Analysis
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Genetic programming
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Stability analysis
Multi-criteria decision

Keywords

  • decision support systems
  • evolutionary computation
  • stability analysis
  • decision functions

Cite this

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Stability analysis of tree structured decision functions. / Ekárt, Anikó; Németh, S.Z.

In: European Journal of Operational Research, Vol. 160, No. 3, 01.02.2005, p. 676-695.

Research output: Contribution to journalArticle

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AB - 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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