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Sensitivity analysis for choice problems with partial preference relations

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  • Podinovski, Vladislav V.

Abstract

In this paper we consider choice problems under the assumption that the preferences of the decision maker are expressed in the form of a parametric partial weak order without assuming the existence of any value function. We investigate both the sensitivity (stability) of each non-dominated solution with respect to the changes of parameters of this order, and the sensitivity of the set of non-dominated solutions as a whole to similar changes. We show that this type of sensitivity analysis can be performed by employing techniques of linear programming.

Suggested Citation

  • Podinovski, Vladislav V., 2012. "Sensitivity analysis for choice problems with partial preference relations," European Journal of Operational Research, Elsevier, vol. 221(1), pages 198-204.
    • Handle: RePEc:eee:ejores:v:221:y:2012:i:1:p:198-204
    DOI: 10.1016/j.ejor.2012.03.002
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    References listed on IDEAS

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    1. Yoram Wind & Thomas L. Saaty, 1980. "Marketing Applications of the Analytic Hierarchy Process," Management Science, INFORMS, vol. 26(7), pages 641-658, July.
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    3. Sitarz, Sebastian, 2012. "Mean value and volume-based sensitivity analysis for Olympic rankings," European Journal of Operational Research, Elsevier, vol. 216(1), pages 232-238.
    4. Hassene Aissi & Bernard Roy, 2010. "Robustness in Multi-criteria Decision Aiding," International Series in Operations Research & Management Science, in: Matthias Ehrgott & José Rui Figueira & Salvatore Greco (ed.), Trends in Multiple Criteria Decision Analysis, chapter 0, pages 87-121, Springer.
    5. Insua, David Rios & French, Simon, 1991. "A framework for sensitivity analysis in discrete multi-objective decision-making," European Journal of Operational Research, Elsevier, vol. 54(2), pages 176-190, September.
    6. Roy, Bernard, 2010. "Robustness in operational research and decision aiding: A multi-faceted issue," European Journal of Operational Research, Elsevier, vol. 200(3), pages 629-638, February.
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    Cited by:

    1. Podinovski, Vladislav V., 2020. "Maximum likelihood solutions for multicriterial choice problems," European Journal of Operational Research, Elsevier, vol. 286(1), pages 299-308.
    2. Podinovskaya, Olga V. & Podinovski, Vladislav V., 2017. "Criteria importance theory for multicriterial decision making problems with a hierarchical structure," European Journal of Operational Research, Elsevier, vol. 258(3), pages 983-992.
    3. Chun-xiang Guo & Ying Peng, 2015. "Lattice Order Group Decision Making with Interval Probability Based on Prospect Theory," Group Decision and Negotiation, Springer, vol. 24(5), pages 753-775, September.

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