Multicriteria analysis in decision making under information uncertainty

This paper presents results of research related to multicriteria decision making under information uncertainty. The Bellman–Zadeh approach to decision making in a fuzzy environment is utilized for analyzing multicriteria optimization models (X,M models) under deterministic information. Its application conforms to the principle of guaranteed result and provides constructive lines in obtaining harmonious solutions on the basis of analyzing associated maxmin problems. This circumstance permits one to generalize the classic approach to considering the uncertainty of quantitative information (based on constructing and analyzing payoff matrices reflecting effects which can be obtained for different combinations of solution alternatives and the so-called states of nature) in monocriteria decision making to multicriteria problems. Considering that the uncertainty of information can produce considerable decision uncertainty regions, the resolving capacity of this generalization does not always permit one to obtain unique solutions. Taking this into account, a proposed general scheme of multicriteria decision making under information uncertainty also includes the construction and analysis of the so-called X,R models (which contain fuzzy preference relations as criteria of optimality) as a means for the subsequent contraction of the decision uncertainty regions. The paper results are of a universal character and are illustrated by a simple example.     

Revising the OWA operator for multi criteria decision making problems under uncertainty

Multi criteria decision making (MCDM) problems are usually under uncertainty. One of these uncertain parameters is the decision maker (DM)’s degree of optimism, which has an important effect on the results. Fuzzy linguistic quantifiers are used to obtain the assessments of this parameter from DM and then, because of its uncertainty it is assumed to have stochastic nature. A new approach, entitled FSROWA, is introduced to combine the Fuzzy and Stochastic features into a Revised OWA operator.     

Ordering fuzzy sets over the real line: An approach based on decision making under uncertainty

The ordering of fuzzy sets over the real line is approached from the point of view of ordering intervals rather than ordering numbers. First, the maximax and maximin criteria which are commonly used for ordering intervals are expressed in terms of characteristic functions. These criteria and the Hurwicz criterion for decision making under complete ignorance are then reformulated in a manner that allows for their generalization to the fuzzy case. Transitivity is established for these ordering rules. A criterion based on the principle of diminishing marginal utility is also presented.     

Confidence structures in decision making

Decision making is defined in terms of four elements: the set of decisions, the set of outcomes for each decision, a set-valued criterion function, and the decision maker's value judgment for each outcome. Various confidence structures are defined, which give the decision maker's confidence of a given decision leading to a particular outcome. The relation of certain confidence structures to Bayesian decision making and to membership functions in fuzzy set theory is established. A number of schemes are discussed for arriving atbest decisions, and some new types of domination structures are introduced.This research was partly supported by Project No. NR-047-021, ONR Contract No. N-00014-75-C-0569 with the Center for Cybernetic Studies, The University of Texas, Austin, Texas, and by ONR Contract No. N-00014-69-A-0200-1012 with the University of California, Berkeley, California.     

Fuzzy set based models and methods of multicriteria group decision making

In the paper, the term consensus scheme is utilized to denote a dynamic and iterative process where the experts involved discuss a multicriteria decision problem. This discussion process is conducted by a human or artificial moderator, with the purpose of minimizing the discrepancy between the individual opinions.During the process of decision making, each expert involved must provide preference information. The information format and the circumstances where it must be given play a critical role in the decision process. This paper analyses a generic consensus scheme, which considers many different preference input formats, several possible interventions of the moderator, as well as admitting several stop conditions for interrupting the discussion process. In addition, a new consensus scheme is proposed with the intention of eliminating some difficulties met when the traditional consensus schemes are utilized in real applications. It preserves the experts’ integrity through the intervention of an external person, to supervise and mediate the conflicting situations. The human moderator is supposed to interfere in the discussion process by adjusting some parameters of the mathematical model or by inviting an expert to update his opinion. The usefulness of this consensus scheme is demonstrated by its use to solve a multicriteria group decision problem, generated applying the Balanced Scorecard methodology for enterprise strategy planning. In the illustrating problem, the experts are allowed to give their preferences in different input formats. But the information provided is made uniform on the basis of fuzzy preference relations through the use of adequate transformation functions, before being analyzed. The advantage of using fuzzy set theory for solving multiperson multicriteria decision problems lies in the fact that it can provide the flexibility needed to adequately deal with the uncertain factors intrinsic to such problems.     

Modeling subjective evaluation for fuzzy group multicriteria decision making

This paper presents a new fuzzy multicriteria decision making (MCDM) approach for evaluating decision alternatives involving subjective judgements made by a group of decision makers. A pairwise comparison process is used to help individual decision makers make comparative judgements, and a linguistic rating method is used for making absolute judgements. A hierarchical weighting method is developed to assess the weights of a large number of evaluation criteria by pairwise comparisons. To reflect the inherent imprecision of subjective judgements, individual assessments are aggregated as a group assessment using triangular fuzzy numbers. To obtain a cardinal preference value for each decision alternative, a new fuzzy MCDM algorithm is developed by extending the concept of the degree of optimality to incorporate criteria weights in the distance measurement. An empirical study of aircraft selection is presented to illustrate the effectiveness of the approach.     

权重信息未知对方案有偏好的vague集多指标决策

就指标权重未知,且对方案有偏好的vague集多指标决策问题,提出了通过使决策者的主观偏好值与属性值的相离度最小来建立最优化模型,从而获得指标的权重.通过将vague值转化为模糊值来建立模糊值矩阵,由模糊值矩阵按各指标对应值的大小对方案进行排序,形成多个线性序,进而由线性序来构造模糊优先矩阵,对其进行截割,得到最优方案.最后通过一个实例说明此方法的具体决策过程.     

Orderings based on the banks set: Some new scoring methods for multicriteria decision making

This article introduces new methods for ranking alternatives in multicriteria decision making situations. Each is based on the normative position that the strength of an alternative is inversely related to the number of alternatives that could prevent it from being chosen. The scores discriminate among elements of the Banks set (Banks, Soc Choice Welfare, 1985, 1, 295–306). The new scoring methods are compared to traditional scoring methods and related to the amount of intransitivity (specifically, the size of the top‐cycle) of aggregated preference. The new scores are shown to measure important aspects of alternatives not captured by extant scoring methods and are illustrated in collective choice settings. © 2014 Wiley Periodicals, Inc. Complexity 20: 63–76, 2015     

Generalization of domination structures and nondominated solutions in multicriteria decision making

The concepts of domination structures and nondominated solutions are important in tackling multicriteria decision problems. We relax Yu's requirement that the domination structure at each point of the criteria space be a convex cone (Ref. 1) and give results concerning the set of nondominated solutions for the case where the domination structure at each point is a convex set. A practical necessity for such a generalization is discussed. We also present conditions under which a locally nondominated solution is also a globally nondominated solution.     

Using interdependent information on the relative importance of criteria in decision making

A multicriteria choice problem is considered. The Edgeworth-Pareto principle is established under the assumption that certain axioms hold true. Quantitative interdependent information on the relative importance of two groups of criteria is used to derive upper bounds for the unknown set of selected vectors.     

Parametric importance of criteria and intervals of value tradeoff uncertainty in the analysis of multicriteria problems

Multicriteria decision-making problems under bounded (above, below, or from both sides) continuous or discrete criteria are considered. Methods for comparing variants of solutions using the information accumulated in the form of interval estimates of replacing the values of some criteria by the values of others (such replacements are called tradeoffs; in other words, this can be considered as a compensation of the deterioration of some criteria by improving the values of others) are proposed along with simple consistency conditions of such information. The issue of constructing the set of nondominated variants is discussed.     

On some ordinal models for decision making under uncertainty

In the field of Artificial Intelligence many models for decision making under uncertainty have been proposed that deviate from the traditional models used in Decision Theory, i.e. the Subjective Expected Utility (SEU) model and its many variants. These models aim at obtaining simple decision rules that can be implemented by efficient algorithms while based on inputs that are less rich than what is required in traditional models. One of these models, called the likely dominance (LD) model, consists in declaring that an act is preferred to another as soon as the set of states on which the first act gives a better outcome than the second act is judged more likely than the set of states on which the second act is preferable. The LD model is at much variance with the SEU model. Indeed, it has a definite ordinal flavor and it may lead to preference relations between acts that are not transitive. This paper proposes a general model for decision making under uncertainty tolerating intransitive and/or incomplete preferences that will contain both the SEU and the LD models as particular cases. Within the framework of this general model, we propose a characterization of the preference relations that can be obtained with the LD model. This characterization shows that the main distinctive feature of such relations lies in the very poor relation comparing preference differences that they induce on the set of outcomes. We wish to thank two anonymous referees for their helpful comments on an earlier draft of this text. The usual caveat applies.     

On the complexity of a class of combinatorial optimization problems with uncertainty

We consider a robust (minmax-regret) version of the problem of selecting p elements of minimum total weight out of a set of m elements with uncertainty in weights of the elements. We present a polynomial algorithm with the order of complexity O((min {p,m-p})² m) for the case where uncertainty is represented by means of interval estimates for the weights. We show that the problem is NP-hard in the case of an arbitrary finite set of possible scenarios, even if there are only two possible scenarios. This is the first known example of a robust combinatorial optimization problem that is NP-hard in the case of scenario-represented uncertainty but is polynomially solvable in the case of the interval representation of uncertainty. Received: July 1998 / Accepted: May 2000?Published online March 22, 2001     

A fuzzy-stochastic OWA model for robust multi-criteria decision making

All realistic Multi-Criteria Decision Making (MCDM) problems face various kinds of uncertainty. Since the evaluations of alternatives with respect to the criteria are uncertain they will be assumed to have stochastic nature. To obtain the uncertain optimism degree of the decision maker fuzzy linguistic quantifiers will be used. Then a new approach for fuzzy-stochastic modeling of MCDM problems will be introduced by merging the stochastic and fuzzy approaches into the OWA operator. The results of the new approach, entitled FSOWA, give the expected value and the variance of the combined goodness measure for each alternative. Robust decision depends on the combined goodness measures of alternatives and also on the variations of these measures under uncertainty. In order to combine these two characteristics a composite goodness measure will be defined. The theoretical results will be illustrated in a watershed management problem. By using this measure will give more sensitive decisions to the stakeholders whose optimism degrees are different than that of the decision maker. FSOWA can be used for robust decision making on the competitive alternatives under uncertainty.     

Deriving weights in multiple-criteria decision making with support vector machines

A key problem in Multiple-Criteria Decision Making is how to measure the importance of the different criteria when just a partial preference relation among actions is given. In this note we address the problem of constructing a linear score function (and thus how to associate weights of importance to the criteria) when a binary relation comparing actions and partial information (relative importance) on the criteria are given. It is shown that these tasks can be done viaSupport Vector Machines, an increasingly popular Data Mining technique, which reduces the search of the weights to the resolution of (a series of) nonlinear convex optimization problems with linear constraints. An interactive method is then presented and illustrated by solving a multiple-objective 0–1 knapsack problem. Extensions to the case in which data are imprecise (given by intervals) or intransitivities in strict preferences exist are outlined.     

Approximating quadratic programming with bound and quadratic constraints

Received May 20, 1997 / Revised version received March 9, 1998 Published online October 9, 1998     

Multi-person multi-attribute decision making models under intuitionistic fuzzy environment

Intuitionistic fuzzy numbers, each of which is characterized by the degree of membership and the degree of non-membership of an element, are a very useful means to depict the decision information in the process of decision making. In this article, we investigate the group decision making problems in which all the information provided by the decision makers is expressed as intuitionistic fuzzy decision matrices where each of the elements is characterized by intuitionistic fuzzy number, and the information about attribute weights is partially known, which may be constructed by various forms. We first use the intuitionistic fuzzy hybrid geometric (IFHG) operator to aggregate all individual intuitionistic fuzzy decision matrices provided by the decision makers into the collective intuitionistic fuzzy decision matrix, then we utilize the score function to calculate the score of each attribute value and construct the score matrix of the collective intuitionistic fuzzy decision matrix. Based on the score matrix and the given attribute weight information, we establish some optimization models to determine the weights of attributes. Furthermore, we utilize the obtained attribute weights and the intuitionistic fuzzy weighted geometric (IFWG) operator to fuse the intuitionistic fuzzy information in the collective intuitionistic fuzzy decision matrix to get the overall intuitionistic fuzzy values of alternatives by which the ranking of all the given alternatives can be found. Finally, we give an illustrative example.     

Multiple criteria decision making method based on normal interval‐valued intuitionistic fuzzy generalized aggregation operator

On the basis of the normal intuitionistic fuzzy numbers (NIFNs), we proposed the normal interval‐valued intuitionistic fuzzy numbers (NIVIFNs) in which the values of the membership and nonmembership were extended to interval numbers. First, the definition, the properties, the score function and accuracy function of the NIVIFNs are briefly introduced, and the operational laws are defined. Second, some aggregation operators based on the NIVIFNs are proposed, such as normal interval‐valued intuitionistic fuzzy weighted arithmetic averaging operator, normal interval‐valued intuitionistic fuzzy ordered weighted arithmetic averaging operator, normal interval‐valued intuitionistic fuzzy hybrid weighted arithmetic averaging operator, normal interval‐valued intuitionistic fuzzy weighted geometric averaging operator, normal interval‐valued intuitionistic fuzzy ordered weighted geometric averaging operator, normal interval‐valued intuitionistic fuzzy hybrid weighted geometric averaging operator, and normal interval‐valued intuitionistic fuzzy generalized weighted averaging operator, normal interval‐valued intuitionistic fuzzy generalized ordered weighted averaging operator, normal interval‐valued intuitionistic fuzzy generalized hybrid weighted averaging operator, and some properties of these operators, such as idempotency, monotonicity, boundedness, commutativity, are studied. Further, an approach to the decision making problems with the NIVIFNs is established. Finally, an illustrative example is given to verify the developed approach and to demonstrate its practicality and effectiveness. © 2015 Wiley Periodicals, Inc. Complexity 21: 277–290, 2016     

A .699-approximation algorithm for Max-Bisection

We present a .699-approximation algorithm for Max-Bisection, i.e., partitioning the nodes of a weighted graph into two blocks of equal cardinality so as to maximize the weights of crossing edges. This is an improved result from the .651-approximation algorithm of Frieze and Jerrum and the semidefinite programming relaxation of Goemans and Williamson. Received: October 1999 / Accepted: July 2000?Published online January 17, 2001