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Sensitivity analysis incorporating fuzzy evaluation for scaling constants of multiattribute utility functions
Authors:Ichiro Nishizaki  Hideki Katagiri  Tomohiro Hayashida
Institution:(1) National Research Center for Environment and Health, Neuherberg, Germany;(2) Technical University Berlin, Institute of Health Economics, Berlin, Germany;(3) GSF–National Research Center for Environment and Health, Institute of Health Economics and Health Care Management, Ingolstaedter Landstrasse 1, 85764 Neuherberg, Germany
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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