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Interpretation of multicriteria decision making models with interacting criteria

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  • Michel Grabisch

    (CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique)

  • Christophe Labreuche

    (Thales Research and Technology [Palaiseau] - THALES [France])

Abstract

We consider general MCDA models with discrete attributes. These models are shown to be equivalent to a multichoice game and we put some emphasis on discrete Generalized Independence Models (GAI), especially those which are 2-additive, that is, limited to terms of at most two attributes. The chapter studies the interpretation of these models. For general MCDA models, we study how to define a meaningful importance index, and propose mainly two kinds on importance indices: the signed and the absolute importance indices. For 2-additive GAI models , we study the issue of the decomposition, which is not unique in general. We show that for a monotone 2-additive GAI model, it is always possible to obtain a decomposition where each term is monotone. This has important consequences on the tractability and interpretability of the model.

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  • Michel Grabisch & Christophe Labreuche, 2019. "Interpretation of multicriteria decision making models with interacting criteria," Post-Print halshs-02381243, HAL.
  • Handle: RePEc:hal:journl:halshs-02381243
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-02381243
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    References listed on IDEAS

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    1. Greco, Salvatore & Mousseau, Vincent & Słowiński, Roman, 2014. "Robust ordinal regression for value functions handling interacting criteria," European Journal of Operational Research, Elsevier, vol. 239(3), pages 711-730.
    2. Michel Grabisch & Christophe Labreuche, 2010. "A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid," Annals of Operations Research, Springer, vol. 175(1), pages 247-286, March.
    3. Denis Bouyssou & Marc Pirlot, 2016. "Conjoint Measurement Tools for MCDM," International Series in Operations Research & Management Science, in: Salvatore Greco & Matthias Ehrgott & José Rui Figueira (ed.), Multiple Criteria Decision Analysis, edition 2, chapter 0, pages 97-151, Springer.
    4. Mustapha Ridaoui & Michel Grabisch & Christophe Labreuche, 2017. "Axiomatization of an importance index for Generalized Additive Independence models," Documents de travail du Centre d'Economie de la Sorbonne 17048, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    5. Hsiao Chih-Ru & Raghavan T. E. S., 1993. "Shapley Value for Multichoice Cooperative Games, I," Games and Economic Behavior, Elsevier, vol. 5(2), pages 240-256, April.
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