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Portfolio Decision Analysis in Vague Domains
Inst. för data- och systemvetenskap, Stockholms universitet.
Mittuniversitetet, Fakulteten för naturvetenskap, teknik och medier, Institutionen för informationsteknologi och medier. (ValIT)ORCID-id: 0000-0003-0310-0018
2012 (engelsk)Inngår i: Proceedings of the 2012 IEEE International Conference on Industrial Engineering and Engineering Management, IEEE conference proceedings, 2012, s. 61-65Konferansepaper, Publicerat paper (Fagfellevurdert)
Abstract [en]

Portfolio Decision Analysis (PDA) is applicable in many domains and is therefore an important part of Decision Analysis (DA). PDA enables the identification of a preferred portfolio of alternatives instead of a single alternative, which is the typical case in traditional DA. The DELTA framework for interval decision analysis enables a decision maker to model and evaluate decision problems in vague domains with imprecise information, however, it does not support PDA. This paper presents an extension of the DELTA method so that portfolio decision problems can be modelled and evaluated within that framework. The extension is based on a set of reasonable requirements, and an evaluation of the PDA methods PROBE, RPM and Equity.

sted, utgiver, år, opplag, sider
IEEE conference proceedings, 2012. s. 61-65
Emneord [en]
Decision analysis, imprecise information, portfolio decision analysis
HSV kategori
Identifikatorer
URN: urn:nbn:se:miun:diva-17907ISBN: 978-1-4673-2944-6 (tryckt)OAI: oai:DiVA.org:miun-17907DiVA, id: diva2:578783
Konferanse
2012 IEEE International Conference on Industrial Engineering and Engineering Management
Tilgjengelig fra: 2012-12-18 Laget: 2012-12-18 Sist oppdatert: 2018-01-11bibliografisk kontrollert

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