Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
482161 | European Journal of Operational Research | 2007 | 17 Pages |
Abstract
In the framework of multi-criteria decision making whose aggregation process is based on the Choquet integral, we present a maximum entropy like method enabling to determine, if it exists, the “least specific” capacity compatible with the initial preferences of the decision maker. The proposed approach consists in solving a strictly convex quadratic program whose objective function is equivalently either the opposite of a generalized entropy measure or the variance of the capacity. The application of the proposed approach is illustrated on two examples.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Ivan Kojadinovic,