Sensitivity Analysis in Multi-objective Decision Making

Sensitivity Analysis in Multi-objective Decision Making

AngličtinaEbook
Insua, David Rios
Springer Berlin Heidelberg
EAN: 9783642516566
Dostupné online
60,78 €
Bežná cena: 67,53 €
Zľava 10 %
ks

Podrobné informácie

The axiomatic foundations of the Bayesian approach to decision making assurne precision in the decision maker's judgements. In practicc, dccision makers often provide only partial and/or doubtful information. We unify and expand results to deal with those cases introducing a general framework for sensitivity analysis in multi-objective decision making. We study first decision making problems under partial information. We provide axioms leading to modelling preferences by families of value functions, in problems under certainty, and moJelling beliefs by families of probability distributions and preferences by familics of utility functions, in problems under uncertainty. Both problems are treated in parallel with the same parametric model. Alternatives are ordered in a Pareto sense, the solution of the problem being the set of non- dominated alternatives. Potentially optimal solutions also seem acceptable, from an intuitive point of view and due to their relation with the nondominated ones. Algorithms are provided to compute these solutions in general problems and in cases typical in practice: linear and bilinear problems. Other solution concepts are criticised on the grounds of being ad hoc. In summary, we have a more ro- bust theory of decision making based on a weaker set ofaxioms, but embodying coherence, since it essentially implies carrying out a family of coherent dccision anitlyses.
EAN 9783642516566
ISBN 3642516564
Typ produktu Ebook
Vydavateľ Springer Berlin Heidelberg
Dátum vydania 29. júna 2013
Jazyk English
Krajina Germany
Autori Insua, David Rios
Séria Lecture Notes in Economics and Mathematical Systems
Informácie o výrobcovi
Kontaktné informácie výrobcu momentálne nie sú dostupné online, na náprave intenzívne pracujeme. Ak informáciu potrebujete, napíšte nám na helpdesk@megabooks.sk, radi vám ju poskytneme.