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Interactive simulated annealing for solving imprecise discrete multiattribute problems under risk

By Jiménez Antonio, Ríos-Insua Sixto and Mateos Alfonso

Abstract

We consider the multiattribute decision-making problem under risk with partial information of the decision-makers' preferences modelled through an imprecise vectorial utility function and where the consequences are assumed under uncertainty. In this framework under imprecision, we introduce the appropriate utility efficient set that plays a fundamental role because it is where the decision-maker must look for a solution. However, this set can be difficult to determine. So, we provide a decision support system with a solution strategy based on interactive simulated annealing for generating a subset of efficient solutions that gives a fair representation of the whole set, to progressively derive one or several satisfying solutions to aid the decision-maker in his/her final choice

Topics: imprecise vectorial utility function, efficient set, simulated annealing, Engineering (General). Civil engineering (General), TA1-2040, Technology, T, DOAJ:General and Civil Engineering, DOAJ:Technology and Engineering, Mathematics, QA1-939
Publisher: Sociedade Brasileira de Pesquisa Operacional
Year: 2002
OAI identifier: oai:doaj.org/article:787a3d1d805640c892767ba12ae553d9
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