期刊名称:Documents de Travail du Centre d'Economie de la Sorbonne
印刷版ISSN:1955-611X
出版年度:2018
出版社:Centre d'Economie de la Sorbonne
摘要:We address in this paper the problem of how to dene an importance index in multicriteriadecision problems, when a numerical representation of preference is given. We make norestrictive assumption on the model, which could have discrete or continuous attributes, andin particular, it is not assumed that the model is monotonically increasing or decreasing withrespect to (w.r.t.) the attributes. Our analysis rst considers discrete models, which areseen to be equivalent to multichoice games. We propose essentially two importance indices,namely the signed importance index and the absolute importance index, both based on theaverage variation of the value of the model induced by a given attribute. We provide severalaxiomatizations for these importance indices, extend them to the continuous case, andnally illustrate them with examples (classical simple models and a example of discomfortevaluation based on real data).
关键词:Multiple criteria analysis; Multichoice game; Shapley value; Choquet integral