Interactive simulated annealing for solving imprecise discrete multiattribute problems under risk

Jiménez Martín, Antonio and Ríos Insua, Sixto and Mateos Caballero, Alfonso (2002). Interactive simulated annealing for solving imprecise discrete multiattribute problems under risk. "Pesquisa Operacional", v. 22 (n. 2); pp. 265-280. ISSN 0101-7438. https://doi.org/10.1590/S0101-74382002000200011.

Description

Title: Interactive simulated annealing for solving imprecise discrete multiattribute problems under risk
Author/s:
  • Jiménez Martín, Antonio
  • Ríos Insua, Sixto
  • Mateos Caballero, Alfonso
Item Type: Article
Título de Revista/Publicación: Pesquisa Operacional
Date: December 2002
ISSN: 0101-7438
Volume: 22
Subjects:
Freetext Keywords: Imprecise vectorial utility function; Efficient set; Simulated annealing
Faculty: Facultad de Informática (UPM)
Department: Inteligencia Artificial
Creative Commons Licenses: Recognition - No derivative works - Non commercial

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Abstract

We consider the multiattribute decision-making problem under risk with partial information of the decision-makers' preferences modelled through an imprecise vectorial utility function and where the consequences are assumed under uncertainty, In this framework under imprecision, we introduce the appropriate utility efficient set that plays a fundamental role because it is where the decision-maker must look for a solution. However, this set can be difficult to determine. So, we provide a decision support system with a solution strategy based on interactive simulated annealing for generating a subset of efficient solutions that gives a fair representation ofthe whole set, to progressively derive one or several satisfying solutions to aid the decision-maker in his/her final choice.

More information

Item ID: 53446
DC Identifier: http://oa.upm.es/53446/
OAI Identifier: oai:oa.upm.es:53446
DOI: 10.1590/S0101-74382002000200011
Official URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382002000200011&lng=en&tlng=en
Deposited by: Memoria Investigacion
Deposited on: 25 Jun 2019 09:17
Last Modified: 25 Jun 2019 09:56
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