A method for stochastic multiple criteria decision making based on dominance degrees

作者：Liu, Yang; Fan, Zhi Ping^*; Zhang, Yao

来源：Information Sciences, 2011, 181(19): 4139-4153.

DOI：10.1016/j.ins.2011.05.013

• Stochastic multiple criteria decision making (SMCDM)
• Probability distribution
• Dominance degree
• PROMETHEE II
• Ranking

This paper proposes a method for solving the stochastic multiple criteria decision making (SMCDM) problem, where consequences of alternatives with respect to criteria are represented by random variables with probability distributions. Firstly, definitions and related analysis of dominance degree of one probability distribution over another are given. Then, by calculating the dominance degrees, the dominance degree matrix of alternative pairwise comparisons with respect to each criterion is built. Further, using PROMETHEE II method, an overall dominance degree matrix of alternative pairwise comparisons is constructed, and a net flow of each alternative is calculated. Based on the obtained net flows, a ranking of alternatives is determined. Finally, numerical examples for the three cases are given to illustrate the use of the proposed method.

• 出版日期2011-10-1
• 单位东北大学