학술논문

Interactive simulated annealing for solving imprecise discrete multiattribute problems under risk
Document Type
article
Source
Pesquisa Operacional. December 2002 22(2)
Subject
imprecise vectorial utility function
efficient set
simulated annealing
Language
English
ISSN
0101-7438
Abstract
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.

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