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A multi‐run interactive method for bicriterion optimization problems

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  • Wan S. Shin
  • Jung J. Lee

Abstract

This article introduces a new conceptual and methodological framework for the use of decision makers and their interactions with the computer in bicriterion decision making. The new method, called the multirun interactive method, attempts to estimate the prior of the decision maker on his uncertain preference nature using the minimum cross‐entropy principle. A computational study is performed with four hypothesized prior distributions under various interaction conditions. Other important aspects related to the method, such as implementation of the method, decision making under certainty, decision making with multiple decision makers, and bicriterion integer programming, are also discussed.

Suggested Citation

  • Wan S. Shin & Jung J. Lee, 1992. "A multi‐run interactive method for bicriterion optimization problems," Naval Research Logistics (NRL), John Wiley & Sons, vol. 39(1), pages 115-135, February.
    • Handle: RePEc:wly:navres:v:39:y:1992:i:1:p:115-135
    DOI: 10.1002/1520-6750(199202)39:13.0.CO;2-7
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    References listed on IDEAS

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    Cited by:

    1. J. Fülöp & L. D. Muu, 2000. "Branch-and-Bound Variant of an Outcome-Based Algorithm for Optimizing over the Efficient Set of a Bicriteria Linear Programming Problem," Journal of Optimization Theory and Applications, Springer, vol. 105(1), pages 37-54, April.

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