Dominance Measuring Method Performance under Incomplete Information about Weights.

Resumen

In multi-attribute utility theory, it is often not easy to elicit precise values for the scaling weights representing the relative importance of criteria. A very widespread approach is to gather incomplete information. A recent approach for dealing with such situations is to use information about each alternative?s intensity of dominance, known as dominance measuring methods. Different dominancemeasuring methods have been proposed, and simulation studies have been carried out to compare these methods with each other and with other approaches but only when ordinal information about weights is available. In this paper, we useMonte Carlo simulation techniques to analyse the performance of and adapt such methods to deal with weight intervals, weights fitting independent normal probability distributions orweights represented by fuzzy numbers.Moreover, dominance measuringmethod performance is also compared with a widely used methodology dealing with incomplete information on weights, the stochastic multicriteria acceptability analysis (SMAA). SMAA is based on exploring the weight space to describe the evaluations that would make each alternative the preferred one.