Sensitivity of decisions with imprecise utility trade-off parameters using boundary linear utility |
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Authors: | Malcolm Farrow Michael Goldstein |
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Affiliation: | a School of Mathematics and Statistics, Newcastle University, Newcastle upon Tyne NE1 7RU, UK b Department of Mathematical Sciences, Durham University, South Road, Durham DH1 3LE, UK |
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Abstract: | In earlier work we have developed methods for analysing decision problems based on multi-attribute utility hierarchies, structured by mutual utility independence, which are not precisely specified due to unwillingness or inability of an individual or group to agree on precise values for the trade-offs between the various attributes. Our analysis is based on whatever limited collection of preferences we may assert between attribute collections. In this paper we introduce three methods to assess the robustness of our selected decision. Two of these use the metric generated by the weights of the boundary linear utility. The third applies directly to the space of trade-off parameters. |
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Keywords: | Robust decisions Imprecise utilities Utility hierarchies Mutual utility independence Boundary linear utility Sensitivity analysis |
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