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Sensitivity Analysis in Portfolio Interval Decision Analysis
Dept. of Computer and Systems Sciences, Stockholm University, Sweden. (DECIDE)
Mid Sweden University, Faculty of Science, Technology and Media, Department of Information and Communication systems.ORCID iD: 0000-0003-0310-0018
2013 (English)In: FLAIRS 2013 - Proceedings of the 26th International Florida Artificial Intelligence Research Society Conference, 2013, p. 609-614Conference paper, Published paper (Refereed)
Abstract [en]

Techniques enabling decision makers to identify a set ofnon-mutually exclusive projects (or alternatives) constituting a portfolio, while allowing for imprecise information with respect to projects’ benefits, costs, andoverall resource constraints, have emerged as an areaof great applicability. To reach applicability, reasonable and computationally meaningful decision evaluation methods are needed. In this paper, we propose anembedded form of sensitivity analysis for portfolio interval decision analysis building upon the concept of interval contraction. Both a priori sensitivity analysis anda posteriori sensitivity analysis for portfolio interval decision analysis are supported by the approach.

Place, publisher, year, edition, pages
2013. p. 609-614
National Category
Computer Systems
Identifiers
URN: urn:nbn:se:miun:diva-19366Scopus ID: 2-s2.0-84889816744ISBN: 978-157735605-9 (print)OAI: oai:DiVA.org:miun-19366DiVA, id: diva2:630796
Conference
26th International Florida Artificial Intelligence Research Society Conference, FLAIRS 2013; St. Pete Beach, FL; United States; 22 May 2013 through 24 May 2013; Code 101200
Funder
FormasAvailable from: 2013-06-19 Created: 2013-06-19 Last updated: 2014-01-08Bibliographically approved

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Scopushttp://www.aaai.org/ocs/index.php/FLAIRS/FLAIRS13/paper/viewFile/5919/6148

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Larsson, Aron

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Citation style
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  • de-DE
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Output format
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