SMAA-TRI

ELECTRE TRI is a multiple criteria decision aiding sorting method with a history of successful real-life applications. In ELECTRE TRI, values for certain parameters, such as criteria weights, thresholds, category profiles, and lambda cutting level, have to be provided. We propose a new method, SMAA-TRI, that is based on Stochastic Multicriteria Acceptability Analysis (SMAA), for analyzing the stability of such parameters. The stability analysis can be used for deriving robust conclusions. SMAATRI allows ELECTRE TRI to be used with imprecise, arbitrarily distributed values for weights and the lambda cutting level. The method consists of analyzing through Monte Carlo simulation finite spaces …