Interpretation of multicriteria decision making models with interacting criteria

Michel Grabisch (1) , Christophe Labreuche (2)

1 CES - Centre d'économie de la Sorbonne
2 Thales Research and Technology [Palaiseau]

We consider general MCDA models with discrete attributes. These models are shown to be equivalent to a multichoice game and we put some emphasis on discrete Generalized Independence Models (GAI), especially those which are 2-additive, that is, limited to terms of at most two attributes. The chapter studies the interpretation of these models. For general MCDA models, we study how to define a meaningful importance index, and propose mainly two kinds on importance indices: the signed and the absolute importance indices. For 2-additive GAI models , we study the issue of the decomposition, which is not unique in general. We show that for a monotone 2-additive GAI model, it is always possible to obtain a decomposition where each term is monotone. This has important consequences on the tractability and interpretability of the model.

Domaines: Economies et finances; Mathématique discrète [cs.DM]

Michel Grabisch, Christophe Labreuche. Interpretation of multicriteria decision making models with interacting criteria. New Perspectives in Multiple Criteria Decision Making, M. Doumpos, J. R. Figueira, S. Greco and C. Zopounidis (eds), In press. ⟨halshs-02381243⟩