Sensitivity analysis in multiobjective decision making (Q1202112): Difference between revisions

This book presents key ideas and concepts in the sensitivity analysis of multiobjective decision problems. The author studies first decision making problems under partial information and provides axioms leading to modelling preferences by families of value functions, in problems under certainty, and modelling beliefs by families of probability distributions and preferences by families of utility functions, in problems under uncertainty. Both problems are treated in parallel with the same parametric model. Alternatives are ordered in a Pareto sense, the solution of the problem being the set of nondominate alternatives. The author discusses also potentially optimal solutions, which seem acceptable from an intuitive point of view and due to their relation to the nondominated ones. Algorithms are provided to compute these solutions in general problems and in cases typical in practice, in particular for linear and bilinear problems.