Inferring robust decision models in multicriteria classification problems: An experimental analysis

Michael Doumpos; Constantin Zopounidis; Emilios Galariotis

doi:10.1016/j.ejor.2013.12.034

Inferring robust decision models in multicriteria classification problems: An experimental analysis

Michael Doumpos^*, Constantin Zopounidis, Emilios Galariotis

^*Corresponding author for this work

Department of Accounting and Finance

Research output: Contribution to journal › Article › peer-review

39 Scopus citations

Abstract

Recent research on robust decision aiding has focused on identifying a range of recommendations from preferential information and the selection of representative models compatible with preferential constraints. This study presents an experimental analysis on the relationship between the results of a single decision model (additive value function) and the ones from the full set of compatible models in classification problems. Different optimization formulations for selecting a representative model are tested on artificially generated data sets with varying characteristics.

Original language	English
Pages (from-to)	601-611
Number of pages	11
Journal	European Journal of Operational Research
Volume	236
Issue number	2
DOIs	https://doi.org/10.1016/j.ejor.2013.12.034
State	Published - 16 Jul 2014

Keywords

Disaggregation analysis
Monte Carlo simulation
Multiple criteria analysis
Robustness

ASJC Scopus subject areas

General Computer Science
Modeling and Simulation
Management Science and Operations Research
Information Systems and Management

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10.1016/j.ejor.2013.12.034

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abstract = "Recent research on robust decision aiding has focused on identifying a range of recommendations from preferential information and the selection of representative models compatible with preferential constraints. This study presents an experimental analysis on the relationship between the results of a single decision model (additive value function) and the ones from the full set of compatible models in classification problems. Different optimization formulations for selecting a representative model are tested on artificially generated data sets with varying characteristics.",

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KW - Disaggregation analysis

KW - Monte Carlo simulation

KW - Multiple criteria analysis

KW - Robustness

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M3 - Article

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Inferring robust decision models in multicriteria classification problems: An experimental analysis

Abstract

Keywords

ASJC Scopus subject areas

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