Functional ANOVA, ultramodularity and monotonicity: applications in multiattribute utility theory

DOI10.1016/j.ejor.2010.08.032zbMath1210.90098OpenAlexW2050952681MaRDI QIDQ531462

Emanuele Borgonovo, Francesca Beccacece

Publication date: 29 April 2011

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2010.08.032

zbMATH Keywords

multi-criteria analysisfunctional ANOVAmultiattribute utility theoryultramodular functions

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

Related Items

QoS-aware resource matching and recommendation for cloud computing systems ⋮ Elicitation of multiattribute value functions through high dimensional model representations: monotonicity and interactions ⋮ Sensitivity analysis: a review of recent advances ⋮ The key role of convexity in some copula constructions ⋮ Consensus modeling with interactive utility and partial preorder of decision-makers, involving fairness and tolerant behavior ⋮ Functional ANOVA with Multiple Distributions: Implications for the Sensitivity Analysis of Computer Experiments

Uses Software

• VisualUTA

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Assessing non-additive utility for multicriteria decision aid
• On concavity and supermodularity
• Non-additive robust ordinal regression: a multiple criteria decision model based on the Choquet integral
• MOLP with an interactive assessment of a piecewise linear utility function
• The jackknife estimate of variance
• General foundations of high-dimensional model representations
• Multicriteria classification and sorting methods: A literature review
• Projection estimation in multiple regression with application to functional ANOVA models
• Comparative statics of the firm
• Building a set of additive value functions representing a reference preorder and intensities of preference: GRIP method
• Sensitivity analysis with finite changes: an application to modified EOQ models
• On expected utility for financial insurance portfolios with stochastic dependencies
• A class of multiattribute utility functions
• Multicriteria decision support using rules that represent rough-graded preference relations
• Simple Models for Multiattribute Choice with Many Alternatives: When It Does and Does Not Pay to Face Trade-offs with Binary Attributes
• Multiattribute Utility Satisfying a Preference for Combining Good with Bad
• Dynamic programming and influence diagrams
• Tensor Analysis of ANOVA Decomposition
• On the Effects of Dimension Reduction Techniques on Some High-Dimensional Problems in Finance
• Cumulative Dominance and Heuristic Performance in Binary Multiattribute Choice
• Multilinear Expected Utility
• Multivariate Risk Aversion, Utility Independence and Separable Utility Functions
• Monotone Comparative Statics
• On the Relative Importance of Input Factors in Mathematical Models
• Global Sensitivity Analysis
• Markovian Dependence in Utility Theory with Whole Product Sets
• Ultramodular Functions
• Submodularity, Supermodularity, and Higher-Order Monotonicities of Pseudo-Boolean Functions
• A Class of Statistics with Asymptotically Normal Distribution
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• Efficient implementation of high dimensional model representations
• High dimensional model representations generated from low dimensional data samples. I: mp-cut-HDMR