A generic multi-attribute analysis system

Resumen

This paper describes a generic decision support system based on an additive multiattribute utility model that is
intended to allay many of the operational difficulties involved in the multicriteria decision-making process. The
system accounts for uncertainty about the alternative consequences and admits incomplete information about the
decision-makers’ preferences, which leads to classes of utility functions and weight intervals. The additive model
is used to assess, on the one hand, average overall utilities, on which the ranking of alternatives is based and, on
the other, minimum and maximum overall utilities, which give further insight into the robustness of this ranking.
When the information obtained is not meaningful enough so as to definitively recommend an alternative, an iteration
process can be carried out by tightening the imprecise parameters and assessing the non-dominated and potentially
optimal alternatives or using Monte Carlo simulation techniques to determine useful information about dominance
among the alternatives.