0000000000718085

AUTHOR

Juscelino Almeida Dias

showing 1 related works from this author

A stochastic method for robustness analysis in sorting problems

2009

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 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. SMAA-TRI allows ELECTRE TRI to be used with uncertain, arbitrarily distributed values for weights, the lambda cutting level, and profiles. The method consists of analyzing finite spaces of arbitrarily distributed parameter values. Monte Carlo simulation is applied in this in order to desc…

Stochastic multicriteria acceptability analysisMathematical optimizationInformation Systems and ManagementGeneral Computer ScienceComputer sciencebusiness.industryMonte Carlo methodManagement Science and Operations ResearchMultiple-criteria decision analysisIndustrial and Manufacturing EngineeringRisk analysis (business)Distributed parameter systemRobustness (computer science)Modeling and SimulationMultiple criteriaArtificial intelligenceELECTREbusinessRisk assessmentEuropean Journal of Operational Research
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