论文标题
与相互作用标准层次结构的稳健随机分类
Robust stochastic sorting with interacting criteria hierarchically structured
论文作者
论文摘要
在本文中，我们提出了一种新的多重标准决策方法来处理分类问题，其中根据层次结构的标准评估替代方案并提出相互作用。所提出方法的基本偏好模型是Choquet积分，而标准的层次结构则通过应用多个标准层次结构过程来考虑。考虑到基于2个添加能力的Choquet积分，本文提出了一个程序，以找到所有最小的相互作用标准集，代表了决策者（DM）提供的首选项信息。通过应用稳健的序数回归和随机多准则的可接受性分析，还考虑了鲁棒性问题。即使以不同的方式，他们俩都通过探索与DM避免仅考虑其中的一个偏好兼容的整个能力来提供有关手头分层分类问题的建议。通过考虑Standard \＆Poor的Global Inc.提供的经济和财务数据，通过有关欧洲国家评级的示例来证明，所考虑的方法在现实世界中的适用性得到了证明。
In this paper we propose a new multiple criteria decision aiding method to deal with sorting problems in which alternatives are evaluated on criteria structured in a hierarchical way and presenting interactions. The underlying preference model of the proposed method is the Choquet integral, while the hierarchical structure of the criteria is taken into account by applying the Multiple Criteria Hierarchy Process. Considering the Choquet integral based on a 2-additive capacity, the paper presents a procedure to find all the minimal sets of pairs of interacting criteria representing the preference information provided by the Decision Maker (DM). Robustness concerns are also taken into account by applying the Robust Ordinal Regression and the Stochastic Multicriteria Acceptability Analysis. Even if in different ways, both of them provide recommendations on the hierarchical sorting problem at hand by exploring the whole set of capacities compatible with the preferences provided by the DM avoiding to take into account only one of them. The applicability of the considered method to real world problems is demonstrated by means of an example regarding rating of European Countries by considering economic and financial data provided by Standard \& Poor's Global Inc.
