A comparative study on decision-making methodology

Decision making (DM), the process of determining and selecting alternative decisions based on information and the preferences of decision makers (DMs), plays a significant role in our daily personal and professional lives. Many DM methods have been developed to assist DMs in their unique type of decision process. In this thesis, DM methods associated with two types of DM processes are studied: Decision-making under uncertainty (DMUU) and Multi-criteria decision making (MCDM). DMUU is making a decision when there are many unknowns or uncertainties about the kinds of states of nature (a complete description of the external factors) that could occur in the future to alter the outcome of a decision. DMUU has two subcategories: decision-making under strict uncertainty (DMUSU) and decision-making under risk (DMUR). Five classic DMUSU methods are Laplace’s insufficient reason principle, Wald’s Maximin, Savage’s Minimax regret, Hurwicz’s pessimism-optimism index criterion and Starr’s domain criterion. Furthermore, based on a review of the relation between a two-player game in game theory and DMUSU, Nash equilibrium is considered a method for approaching DMUSU as well. The well-known DMUR DM methods are expected monetary value, expected opportunity loss, most probable states of nature and expected utility. MCDM is a sub-discipline of operations research, where DMs evaluate multiple conflicting criteria in order to find a compromise solution subject to all the criteria. Numerous MCDM methods exist nowadays. The Analytic Hierarchy Process (AHP), the ELimination et Choix Traduisant la REalité (ELECTRE), the Preference Ranking Organization METHod for Enrichment Evaluations (PROMETHEE) and the Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) are the most employed of all the various MCDM methods. This PhD work focuses on presenting a comparative study of DM methods theoretically and evaluating the performance of different methods on a single decision problem. This contribution can guide DMs in gathering the relative objective and subjective information, structuring the decision problem and selecting the right DM method to make the decision that suits not only their subjective preferences, but also the objective facts. The case study used here is the selection of a sewer network construction plan. It is a representative and complex practical decision problem that requires the quality, life-cycle maintenance and performance of the selected sewer system to meet long-term planning for future climate changes and urban development. La prise de décision (DM), un processus de détermination et de sélection de décisions alternatives en fonction des informations et des préférences des décideurs (DM), apparaît largement dans notre vie personnelle et professionnelle quotidienne. Un grand nombre de méthodes DM ont été développées pour aider les DM dans leur type unique de processus de décision. Dans cette thèse, les méthodes DM associées à deux types de processus DM sont étudiées : la prise de décision sous incertitude (DMUU) et la prise de décision multicritère (MCDM). La DMUU doit prendre la décision lorsqu'il existe de nombreuses inconnues ou incertitudes sur le type d'états de la nature (une description complète des facteurs externes) qui pourraient se produire à l'avenir pour modifier le résultat d'une décision. La DMUU comprend deux sous-catégories : la prise de décision sous incertitude stricte (DMUSU) et la prise de décision sous risque (DMUR). Cinq méthodes classiques de DM pour DMUSU sont le principe de raison insuffisante de Laplace, le Waldimin Maximin, le regret Savage Minimax, le critère d'index pessimisme-optimisme de Hurwitz et le critère de domaine de Starr. En outre, l'examen de la relation entre un jeu à deux joueurs dans la théorie des jeux et l'équilibre DMUSU et Nash Equilibrium est également considéré comme l'une des méthodes pour résoudre le DMUSU. Les méthodes DM bien connues de DMUR sont la valeur monétaire attendue, la perte d'opportunité attendue, les états de nature les plus probables et l'utilité attendue. Le MCDM est une sous-discipline de la recherche opérationnelle, où les DM évaluent plusieurs critères conflictuels afin de trouver la solution compromise soumise à tous les critères. Un certain nombre de méthodes DM pour MCDM sont présentes de nos jours. Le processus de hiérarchie analytique (AHP), l'élimination et le choix traduisant la réalité (ELECTRE), les méthodes d'organisation du classement des préférences pour les évaluations d'enrichissement (PROMETHEE) et la technique de préférence par ordre de similitude et de solution idéale (TOPSIS) sont les plus choisies et utilisées des méthodes parmi toutes les différentes méthodes MCDM. Ce travail de thèse se concentre sur la présentation théorique d'une étude comparative des méthodes DM et l'évaluation des performances de différentes méthodes avec un problème de décision particulier. Cette contribution peut guider les DM à rassembler les informations relatives objectives et subjectives, à structurer le problème de décision et à sélectionner la bonne méthode de DM pour prendre la décision qui convient non seulement à leurs préférences subjectives, mais aussi aux faits objectifs. L'étude de cas utilisée ici est la sélection du plan de construction du réseau d'égouts. Il s'agit d'un problème de décision pratique représentatif et complexe qui nécessite la qualité, l'entretien du cycle de vie et les performances du réseau d'égouts sélectionné pour répondre à la planification à long terme des futurs changements climatiques et du développement urbain

Enhancing cooperation in wireless networks using different concepts of game theory

PhDOptimizing radio resource within a network and across cooperating heterogeneous networks is the focus of this thesis. Cooperation in a multi-network environment is tackled by investigating network selection mechanisms. These play an important role in ensuring quality of service for users in a multi-network environment. Churning of mobile users from one service provider to another is already common when people change contracts and in a heterogeneous communication environment, where mobile users have freedom to choose the best wireless service-real time selection is expected to become common feature. This real time selection impacts both the technical and the economic aspects of wireless network operations. Next generation wireless networks will enable a dynamic environment whereby the nodes of the same or even different network operator can interact and cooperate to improve their performance. Cooperation has emerged as a novel communication paradigm that can yield tremendous performance gains from the physical layer all the way up to the application layer. Game theory and in particular coalitional game theory is a highly suited mathematical tool for modelling cooperation between wireless networks and is investigated in this thesis. In this thesis, the churning behaviour of wireless service users is modelled by using evolutionary game theory in the context of WLAN access points and WiMAX networks. This approach illustrates how to improve the user perceived QoS in heterogeneous networks using a two-layered optimization. The top layer views the problem of prediction of the network that would be chosen by a user where the criteria are offered bit rate, price, mobility support and reputation. At the second level, conditional on the strategies chosen by the users, the network provider hypothetically, reconfigures the network, subject to the network constraints of bandwidth and acceptable SNR and optimizes the network coverage to support users who would otherwise not be serviced adequately. This forms an iterative cycle until a solution that optimizes the user satisfaction subject to the adjustments that the network provider can make to mitigate the binding constraints, is found and applied to the real network. The evolutionary equilibrium, which is used to 3 compute the average number of users choosing each wireless service, is taken as the solution. This thesis also proposes a fair and practical cooperation framework in which the base stations belonging to the same network provider cooperate, to serve each other‘s customers. How this cooperation can potentially increase their aggregate payoffs through efficient utilization of resources is shown for the case of dynamic frequency allocation. This cooperation framework needs to intelligently determine the cooperating partner and provide a rational basis for sharing aggregate payoff between the cooperative partners for the stability of the coalition. The optimum cooperation strategy, which involves the allocations of the channels to mobile customers, can be obtained as solutions of linear programming optimizations

A Mathematical Analysis of the Long-run Behavior of Genetic Algorithms for Social Modeling

We present a mathematical analysis of the long-run behavior of genetic algorithms that are used for modeling social phenomena. The analysis relies on commonly used mathematical techniques in evolutionary game theory. Assuming a positive but infinitely small mutation rate, we derive results that can be used to calculate the exact long-run behavior of a genetic algorithm. Using these results, the need to rely on computer simulations can be avoided. We also show that if the mutation rate is infinitely small the crossover rate has no effect on the long-run behavior of a genetic algorithm. To demonstrate the usefulness of our mathematical analysis, we replicate a well-known study by Axelrod in which a genetic algorithm is used to model the evolution of strategies in iterated prisoner’s dilemmas. The theoretically predicted long-run behavior of the genetic algorithm turns out to be in perfect agreement with the long-run behavior observed in computer simulations. Also, in line with our theoretically informed expectations, computer simulations indicate that the crossover rate has virtually no long-run effect. Some general new insights into the behavior of genetic algorithms in the prisoner’s dilemma context are provided as well.genetic algorithm;economics;evolutionary game theory;long-run behavior;social modeling

Environmental risk management system design for hazardous waste materials

Hazardous materials can be generally deemed as any material which, because of its quantity, concentration, or physical, chemical, or infectious characteristics, may cause, or pose a substantial or potential hazard to human health or the environment. In the context of "sustainable development", most 'materials' could be deemed to be 'hazardous' at some stage of their lifecycle, i.e. from extraction to final disposal.This PhD study develops a decision support system for engineers and policy makers to help limit environmental burden, by reducing the environmental risk and the associated carbon footprint, from the perspective of 'hazardous' materials in product design, through the application of 'game theory' and 'grey theory' etc, as well as various computational approaches, by helping the designer identify novel solutions or mitigation strategies.The thesis starts by introducing the problem situation of the study and identify the research objectives, as well as previous studies have been reviewed in order to set this study in context.Since it is evident that consumers drive the open market, and their preference may be influenced by the carbon footprint label of products, the decision support system proposes an improved carbon labelling scheme to demonstrate the significance of a product‘s carbon footprint in a more visual way. The prototype of the scheme is derived from the concept of 'tolerability of risk', providing a framework by which judgments can be made as to whether society will accept the risk from hazardous materials.Application of game theory for decision support is a novel approach in this study, which aids decision-making by selecting appropriate strategies for both organisations and policy makers to reduce environmental impact. In this context, a game between manufacturers and government in the field of clean production is generated with various game scenarios to reflect the variation trend of strategic actions, and then developed to discuss the reduction of the inherent risk posed by 'hazardous' materials and carbon emissions on the supply chain network.The 'hierarchy of waste' suggests that the most preferable state for sustainability is prevention or the elimination of waste. Although this is not wholly practicable in real terms, the framework gives the importance to waste minimisation and prevention, especially promotes the cleaner production. In addition to strategy selection for mitigating environmental impact, the decision support system also develops an evaluation methodology for application by engineers to aid decision-making on materials selection, thus to improve the materials performances, promote cleaner production and provide better and sustainable products for public consumption

Modelling Behavioural Diversity for Learning in Open-Ended Games

Promoting behavioural diversity is critical for solving games with non-transitive dynamics where strategic cycles exist, and there is no consistent winner (e.g., Rock-Paper-Scissors). Yet, there is a lack of rigorous treatment for defining diversity and constructing diversity-aware learning dynamics. In this work, we offer a geometric interpretation of behavioural diversity in games and introduce a novel diversity metric based on determinantal point processes (DPP). By incorporating the diversity metric into best-response dynamics, we develop diverse fictitious play and diverse policy-space response oracle for solving normal-form games and open-ended games. We prove the uniqueness of the diverse best response and the convergence of our algorithms on two-player games. Importantly, we show that maximising the DPP-based diversity metric guarantees to enlarge the gamescape -- convex polytopes spanned by agents' mixtures of strategies. To validate our diversity-aware solvers, we test on tens of games that show strong non-transitivity. Results suggest that our methods achieve at least the same, and in most games, lower exploitability than PSRO solvers by finding effective and diverse strategies.Comment: corresponds to <[email protected]

Interpretable preference learning: a game theoretic framework for large margin on-line feature and rule learning

A large body of research is currently investigating on the connection between machine learning and game theory. In this work, game theory notions are injected into a preference learning framework. Specifically, a preference learning problem is seen as a two-players zero-sum game. An algorithm is proposed to incrementally include new useful features into the hypothesis. This can be particularly important when dealing with a very large number of potential features like, for instance, in relational learning and rule extraction. A game theoretical analysis is used to demonstrate the convergence of the algorithm. Furthermore, leveraging on the natural analogy between features and rules, the resulting models can be easily interpreted by humans. An extensive set of experiments on classification tasks shows the effectiveness of the proposed method in terms of interpretability and feature selection quality, with accuracy at the state-of-the-art.Comment: AAAI 201