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

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

来源：Computers & Industrial Engineering, 2010, 58(4): 544-552.

DOI：10.1016/j.cie.2009.12.001

• Stochastic multiple criteria decision-making
• Stochastic dominance
• Stochastic dominance degree
• Ranking

In this paper, a novel method based on the stochastic dominance degree (SDD) is proposed to solve a discrete stochastic multiple criteria decision-making (MCDM) problem. Firstly, a concept of stochastic dominance degree is introduced to describe the degree that one alternative dominates another when the SD relation for each pair of alternatives is determined, and a computation formula of the SDD is given. Then, by calculating SDDs, the SDD matrix on pairwise comparisons of alternatives with respect to each criterion is built. Furthermore, the SDD matrices with respect to all the criteria are aggregated into an overall SDD matrix using the simple additive weighting method. Based on the overall SDD matrix, an approach based on the idea of the PROMETHEE-II is developed to obtain the ranking result of alternatives. Finally, two numerical examples are used to illustrate the applicability and effectiveness of the proposed method.

• 出版日期2010-5
• 单位东北大学