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Using multiple reference levels in Multi-Criteria Decision Aid: the Generalized-Additive Independence model and the Choquet integral approaches

Author

Listed:
  • Christophe Labreuche

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

  • Michel Grabisch

    (CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique, PSE - Paris School of Economics - UP1 - Université Paris 1 Panthéon-Sorbonne - ENS-PSL - École normale supérieure - Paris - PSL - Université Paris Sciences et Lettres - EHESS - École des hautes études en sciences sociales - ENPC - École des Ponts ParisTech - CNRS - Centre National de la Recherche Scientifique - INRAE - Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement)

Abstract
In many Multi-Criteria Decision problems, one can construct with the decision maker several reference levels on the attributes such that some decision strategies are conditional on the comparison with these reference levels. The classical models (such as the Choquet integral) cannot represent these preferences. We are then interested in two models. The first one is the Choquet with respect to a p-ary capacity combined with utility functions, where the p-ary capacity is obtained from the reference levels. The second one is a specialization of the Generalized-Additive Independence (GAI) model, which is discretized to fit with the presence of reference levels. These two models share common properties (monotonicity, continuity, properly weighted, …), but differ on the interpolation means (Lovász extension for the Choquet integral, and multi-linear extension for the GAI model). A drawback of the use of the Choquet integral with respect to a p-ary capacity is that it cannot satisfy decision strategies in each domain bounded by two successive reference levels that are completely independent of one another. We show that this is not the case with the GAI model.

Suggested Citation

  • Christophe Labreuche & Michel Grabisch, 2018. "Using multiple reference levels in Multi-Criteria Decision Aid: the Generalized-Additive Independence model and the Choquet integral approaches," Post-Print halshs-01815028, HAL.
    • Handle: RePEc:hal:journl:halshs-01815028
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-01815028
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    References listed on IDEAS

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    1. Christophe Labreuche & M. Grabisch, 2007. "The representation of conditional relative importance between criteria," Annals of Operations Research, Springer, vol. 154(1), pages 93-122, October.
    2. Bouyssou, Denis & Marchant, Thierry, 2007. "An axiomatic approach to noncompensatory sorting methods in MCDM, I: The case of two categories," European Journal of Operational Research, Elsevier, vol. 178(1), pages 217-245, April.
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    6. 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.
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    9. Bouyssou, Denis & Marchant, Thierry, 2007. "An axiomatic approach to noncompensatory sorting methods in MCDM, II: More than two categories," European Journal of Operational Research, Elsevier, vol. 178(1), pages 246-276, April.
    10. Bouyssou, Denis & Marchant, Thierry, 2013. "Multiattribute preference models with reference points," European Journal of Operational Research, Elsevier, vol. 229(2), pages 470-481.
    11. Michel Grabisch & Christophe Labreuche, 2008. "Bipolarization of posets and natural interpolation," Post-Print hal-00274267, HAL.
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    Cited by:

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    3. GRABISCH, Michel & LABREUCHE, Christophe & RIDAOUI, Mustapha, 2019. "On importance indices in multicriteria decision making," European Journal of Operational Research, Elsevier, vol. 277(1), pages 269-283.
    4. Dávid Zoltán Szabó & Zsolt Bihary, 2023. "The riskiness of stock versus money market investment with stochastic rates," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 31(2), pages 393-415, June.
    5. Wang, Qun & Jia, Guozhu & Song, Wenyan, 2022. "Identifying critical factors in systems with interrelated components: A method considering heterogeneous influence and strength attenuation," European Journal of Operational Research, Elsevier, vol. 303(1), pages 456-470.
    6. Yajun Wang & Fang Xiao & Lijie Zhang & Zaiwu Gong, 2021. "Research on Evaluation of Meteorological Disaster Governance Capabilities in Mainland China Based on Generalized λ-Shapley Choquet Integral," IJERPH, MDPI, vol. 18(8), pages 1-18, April.

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    Keywords

    multiple criteria analysis; Generalized Additive Independence; Choquet integral; reference levels; analyse multicritère; GAI; intégrale de Choquet; niveau de références; interpolation;
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