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Tytuł: A Decision Rule for Uncertain Multi-Criteria Pure Decision Making and Independent Criteria
Autorzy: Gaspars-Wieloch, Helena
Słowa kluczowe: uncertainty
multi-criteria decision-making
pure strategies
one-shot decisions
independent criteria
two-stage models
Data wydania: 2017
Data dodania: 4-gru-2017
Wydawca: Wydawnictwo Uniwersytetu w Białymstoku
Źródło: Optimum. Studia Ekonomiczne, Nr 3(87) 2017, s. 77-92
Abstrakt: The paper is concerned with multi-criteria decision-making under uncertainty with scenario planning. This topic has been explored by many researchers since almost all real-world decision problems contain multiple conflicting criteria and a deterministic evaluation of criteria is often impossible. We propose a procedure for uncertain multi-objective optimization which can be applied when seeking a pure strategy. A pure strategy, as opposed to a mixed strategy, allows the decision-maker to select and perform only one accessible alternative. The new approach takes into account the decision-maker’s preference structure (importance of particular goals) and nature (pessimistic, moderate or optimistic attitude towards a given problem). It is designed for one-shot decisions made under uncertainty with unknown probabilities (frequencies), see decision-making under complete uncertainty or decision-making under strategic uncertainty. The novel approach can be used in the case of totally independent payoff matrices for particular targets.
Afiliacja: Faculty of Informatics and Electronic Economy, Poznań University of Economics and Business
Sponsorzy: This research is financed by the National Science Center in Poland (project registration number: 2014/15/D/HS4/00771).
DOI: 10.15290/ose.2017.03.87.06
ISSN: 1506-7637
Typ Dokumentu: Article
Występuje w kolekcji(ach):Optimum. Studia Ekonomiczne, 2017, nr 3(87)

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