Interactive simulated annealing for solving imprecise discrete multiattribute problems under risk

• Autor(a) principal: Jiménez,Antonio
• Data de Publicação: 2002
• Outros Autores: Ríos-Insua,Sixto, Mateos,Alfonso
• Tipo de documento: Artigo
• Idioma: eng
• Título da fonte: Pesquisa operacional (Online)
• Texto Completo: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382002000200011
• topic: imprecise vectorial utility function; efficient set; simulated annealing

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.