Inferring Robust Decision Models in Multicriteria Classification Problems: An Experimental Analysis
Doumpos, M., Zopounidis, C., and Galariotis E.C. (2014) "Inferring robust decision models in multicriteria classification problems: An experimental analysis", European Journal of Operational Research, 236, pp. 601-611
Posted: 21 Jan 2016
Date Written: July 16, 2014
Abstract
Recent research on robust decision aiding has focused on identifying a range of recommendations from preferential information and the selection of representative models compatible with preferential constraints.This study presents an experimental analysis on the relationship between the results of a single decision model (additive value function) and the ones from the full set of compatible models in classification problems. Different optimization formulations for selecting a representative model are tested on artificially generated data sets with varying characteristics.
Keywords: Multiple criteria analysis, Robustness, Disaggregation, Analysis Monte Carlo simulation
Suggested Citation: Suggested Citation