Multicriteria decision making under uncertainty: a visual approach

作者：Eiselt H A^*; Marianov Vladimir

来源：International Transactions in Operational Research, 2014, 21(4): 525-540.

DOI：10.1111/itor.12073

• visualization technique
• multicriteria decision making
• decision support systems

Decision problems at the strategic level tend to have multiple criteria and outcomes that are uncertain. Many of the current decision-making tools are too simplistic to incorporate the important features. This paper considers a multicriteria decision-making scenario in which the outcomes of the decisions, evaluated on different criteria, are uncertain. The main contribution of this paper is the presentation of a tool that enables decision makers to visualize the expected payoff and likelihood that the payoff of a decision does not fall short of a preset target value. Furthermore, it presents decision makers with a tool that shows the tradeoff between expected payoff and downside risk. A variety of solution techniques are suggested that build upon this visualization.

• 出版日期2014-7