Journal
IEEE TRANSACTIONS ON SYSTEMS MAN AND CYBERNETICS PART A-SYSTEMS AND HUMANS
Volume 33, Issue 4, Pages 441-450Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TSMCA.2003.817036
Keywords
decision rules; dominance; multiple criteria decision making; Pareto optimality; uncertainty
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Multiattribute decision-making involves choosing from a set of alternatives each of which is evaluated along multiple criteria that reflect the dimensions of interest to the goals and values of the decision-maker. Dominance-based decision-making narrows down the focus of the decision to the Pareto Optimal Set-the subset of alternatives consisting of those that are not dominated by other alternatives according to the criteria of evaluation. The elimination of dominated alternatives can be argued to be a compelling principle of rationality since each dominated alternative is logically inferior to its dominating alternative, given the criteria of evaluation. One kind of uncertainty in multiattribute decision making arises out of noisy or inaccurate criteria evaluations. The application of the principle of dominance is not quite rational if the criteria evaluations are known to be noisy. In this paper, we see how dominance-based decision-making can be applied to multiattribute decision-making problems wit h uncertainty due to noisy criteria values. In particular it will be shown that, for bounded uncertainty it is possible to produce the smallest sufficient subset that is guaranteed to contain all of the nondominated alternatives, and the largest necessary subset that contains only nondominated alternatives. For unbounded uncertainty, we will see how these notions of sufficiency and necessity can be adapted to varying degrees of probabilistic assurances desired by the decision-maker, and that the varying degrees of user assurance map naturally to a family of dominance rules, from which an appropriate rule can be selected based on the-uncertainty and expression of desired user-assurance.
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