Multiple Criteria Decision Analysis: State of the Art Surveys

1355 Pages·2016·9.16 MB·English

by  Salvatore Greco

International Series in
Operations Research & Management Science
Salvatore Greco
Matthias Ehrgott
José Rui Figueira Editors
Multiple
Criteria Decision
Analysis
State of the Art Surveys
Second Edition
International Series in Operations Research
& Management Science
Volume233
SeriesEditor
CamilleC.Price
StephenF.AustinStateUniversity,TX,USA
AssociateSeriesEditor
JoeZhu
WorcesterPolytechnicInstitute,MA,USA
FoundingSeriesEditor
FrederickS.Hillier
StanfordUniversity,CA,USA
Moreinformationaboutthisseriesathttp://www.springer.com/series/6161

Salvatore Greco • Matthias Ehrgott
José Rui Figueira
Editors
Multiple Criteria Decision
Analysis
State of the Art Surveys
Volume 1 and 2
Second Edition
123
Editors
SalvatoreGreco MatthiasEhrgott
DepartmentofEconomicsandBusiness DepartmentofManagementScience
UniversityofCatania LancasterUniversity
Catania,Italy Lancaster,UK
PortsmouthBusinessSchool
CentreofOperationsResearch
andLogistics(CORL)
UniversityofPortsmouth
Portsmouth,UK
JoséRuiFigueira
CEG-IST,InstitutoSuperiorTécnico
UniversidadedeLisboa
Lisboa,Portugal
ISSN0884-8289 ISSN2214-7934 (electronic)
InternationalSeriesinOperationsResearch&ManagementScience
ISBN978-1-4939-3093-7 ISBN978-1-4939-3094-4 (eBook)
DOI10.1007/978-1-4939-3094-4
LibraryofCongressControlNumber:2015957403
SpringerNewYorkHeidelbergDordrechtLondon
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Contents
VolumeI
PartI TheHistoryandCurrentStateofMCDA
1 AnEarlyHistoryofMultipleCriteriaDecisionMaking............. 3
MuratKöksalan,JyrkiWallenius,andStanleyZionts
2 ParadigmsandChallenges .............................................. 19
BernardRoy
PartII FoundationsofMCDA
3 PreferenceModelling..................................................... 43
StefanoMoretti,MeltemÖztürk,andAlexisTsoukiàs
4 ConjointMeasurementToolsforMCDM.............................. 97
DenisBouyssouandMarcPirlot
PartIII OutrankingMethods
5 ELECTREMethods...................................................... 155
JoséRuiFigueira,VincentMousseau,andBernardRoy
6 PROMETHEEMethods................................................. 187
Jean-PierreBransandYvesDeSmet
7 OtherOutrankingApproaches ......................................... 221
Jean-M.MartelandBenedettoMatarazzo
PartIV MultiattributeUtilityandValueTheories
8 MultiattributeUtilityTheory(MAUT)................................. 285
JamesS.Dyer
v
vi Contents
9 UTAMethods ............................................................. 315
Yannis Siskos, Evangelos Grigoroudis,
andNikolaosF.Matsatsinis
10 TheAnalyticHierarchyandAnalyticNetworkProcesses
for the Measurement of Intangible Criteria and for
Decision-Making.......................................................... 363
ThomasL.Saaty
11 OntheMathematicalFoundationsofMACBETH ................... 421
Carlos A. Bana e Costa, Jean-Marie De Corte,
andJean-ClaudeVansnick
PartV Non-classicalMCDAApproaches
12 DealingwithUncertaintiesinMCDA .................................. 467
TheodorJ.StewartandIanDurbach
13 DecisionRuleApproach ................................................. 497
SalvatoreGreco,BenedettoMatarazzo,andRomanSłowin´ski
14 FuzzyMeasuresandIntegralsinMCDA .............................. 553
MichelGrabischandChristopheLabreuche
15 VerbalDecisionAnalysis................................................. 605
HelenMoshkovich,AlexanderMechitov,andDavidOlson
16 A Review of Fuzzy Sets in Decision Sciences:
Achievements,LimitationsandPerspectives.......................... 637
DidierDuboisandPatricePerny
VolumeII
PartVI MultiobjectiveOptimization
17 VectorandSetOptimization ............................................ 695
GabrieleEichfelderandJohannesJahn
18 ContinuousMultiobjectiveProgramming............................. 739
MargaretM.Wiecek,MatthiasEhrgott,andAlexanderEngau
19 ExactMethodsforMulti-ObjectiveCombinatorial
Optimisation .............................................................. 817
MatthiasEhrgott,XavierGandibleux,andAnthonyPrzybylski
20 Fuzzy Multi-Criteria Optimization: Possibilistic
andFuzzy/StochasticApproaches ...................................... 851
MasahiroInuiguchi,KosukeKato,andHidekiKatagiri
21 AReviewofGoalProgramming........................................ 903
DylanJonesandMehrdadTamiz
Contents vii
22 InteractiveNonlinearMultiobjectiveOptimizationMethods ....... 927
KaisaMiettinen,JussiHakanen,andDmitryPodkopaev
23 MCDAandMultiobjectiveEvolutionaryAlgorithms................ 977
JuergenBranke
PartVII Applications
24 MulticriteriaDecisionAid/AnalysisinFinance....................... 1011
JaapSpronk,RalphE.Steuer,andConstantinZopounidis
25 Multi-ObjectiveOptimizationandMulti-CriteriaAnalysis
ModelsandMethodsforProblemsintheEnergySector ............ 1067
CarlosHenggelerAntunesandCarlaOliveiraHenriques
26 MulticriteriaAnalysisinTelecommunicationNetwork
PlanningandDesign:ASurvey......................................... 1167
JoãoClímaco,JoséCraveirinha,andRitaGirão-Silva
27 MultipleCriteriaDecisionAnalysisandSustainable
Development .............................................................. 1235
GiuseppeMunda
28 MulticriteriaPortfolioDecisionAnalysisforProjectSelection ..... 1269
AlecMorton,JeffreyM.Keisler,andAhtiSalo
PartVIII MCDMSoftware
29 MultipleCriteriaDecisionAnalysisSoftware......................... 1301
H.RolandWeistrofferandYanLi
Index............................................................................. 1343

List of Figures
Fig.3.1 GraphicalrepresentationofR .................................... 49
Fig.3.2 MatrixrepresentationofR........................................ 49
Fig.3.3 Graphicalrepresentationofthesemiorder ....................... 71
Fig.4.1 Comparingthelengthoftworods................................ 101
Fig.4.2 Comparingthelengthofcompositerods......................... 103
Fig.4.3 Usingstandardsequences......................................... 105
Fig.4.4 BuildingastandardsequenceonX2.............................. 116
Fig.4.5 BuildingastandardsequenceonX1.............................. 118
Fig.4.6 Thegrid............................................................ 119
Fig.4.7 Theentiregrid..................................................... 120
Fig.4.8 TheThomsencondition........................................... 121
Fig.4.9 RestrictedSolvabilityonX1 ...................................... 122
Fig.4.10 ValuefunctionwhenX isdiscrete................................ 129
i
Fig.4.11 ValuefunctionwhenX iscontinuous............................ 129
i
Fig.5.1 InferringparametervaluesforELECTRETRI .................. 174
Fig.6.1 Preferencefunction................................................ 194
Fig.6.2 Valuedoutrankinggraph.......................................... 197
Fig.6.3 ThePROMETHEEoutrankingflows.(a)The(cid:2)C.a/
outrankingflow.(b)The(cid:2)(cid:2).a/outrankingflow ................ 198
Fig.6.4 Profileofanalternative ........................................... 200
Fig.6.5 ProjectionontheGAIAplane.................................... 203
Fig.6.6 AlternativesandcriteriaintheGAIAplane...................... 204
Fig.6.7 PROMETHEEIIranking.PROMETHEEdecision
axisandstick ...................................................... 205
Fig.6.8 PilotingthePROMETHEEdecisionstick........................ 206
Fig.6.9 “HumanBrain”.................................................... 207
Fig.6.10 Twotypesofdecisionproblems.(a)Softproblem
(S1).(b)Hardproblem(S2) ...................................... 208
Fig.6.11 ConflictbetweenDM’s............................................ 214
ix