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Gaspars-Wieloch Helena (Poznań University of Economics and Business, Poland)
A Decision Rule for Uncertain Multi-Criteria Pure Decision Making and Independent Criteria
Optimum : studia ekonomiczne, 2017, nr 3(87), s. 77-92, bibliogr. s. 88-92
Słowa kluczowe
Wielokryterialne podejmowanie decyzji, Niepewność, Optymalizacja wielokryterialna, Planowanie scenariuszowe, Podejmowanie decyzji
Multiple-criteria decision making, Uncertainty, Multiple criteria optimization, Scenario planning, Decision making
Klasyfikacja JEL: C44, D81, L21
This research is financed by the National Science Center in Poland (project registration number: 2014/15/D/HS4/00771
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. (original abstract)
Dostępne w
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
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