Multiple criteria decision making with interval stochastic variables: a method based on interval stochastic dominance

DOI10.1016/j.ejor.2018.05.063zbMath1403.91116OpenAlexW2805197916MaRDI QIDQ724152

Haiming Liang, Ningman Yang, Xia Liang, Yan-Ping Jiang

Publication date: 25 July 2018

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2018.05.063

zbMATH Keywords

decision makingmultiple criteria analysisinterval stochastic dominanceinterval stochastic dominance degreeinterval stochastic variable

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Decision theory (91B06) Multi-objective and goal programming (90C29) Stochastic programming (90C15) General considerations in statistical decision theory (62C05)

Related Items (3)

A correspondence between voting procedures and stochastic orderings ⋮ Portfolio diversification based on stochastic dominance under incomplete probability information ⋮ Stochastic multiple criteria decision making with criteria 2-tuple aspirations

Cites Work

• A method for stochastic multiple criteria decision making based on dominance degrees
• Aspiration level approach in stochastic MCDM problems
• A PROMETHEE-based outranking method for multiple criteria decision analysis with interval type-2 fuzzy sets
• A method for stochastic multiple criteria decision making based on pairwise comparisons of alternatives with random evaluations
• An outranking method under uncertainty
• Decision making under interval probabilities.
• Stochastic dominance with imprecise information
• On exact and approximate stochastic dominance strategies for portfolio selection
• Ordinal criteria in stochastic multicriteria acceptability analysis (SMAA)
• Preference and veto thresholds in multicriteria analysis based on stochastic dominance
• Rough approximation of a preference relation by a multi-attribute dominance for deterministic, stochastic and fuzzy decision problems
• Stochastic dominance in multicriterion analysis under risk
• Decision making with imprecise probabilities and utilities by means of statistical preference and stochastic dominance
• A method for stochastic multiple attribute decision making based on concepts of ideal and anti-ideal points
• SMAA-2: Stochastic Multicriteria Acceptability Analysis for Group Decision Making
• On solving stochastic MADM problems
• Note—A Preference Ranking Organisation Method
• Stochastic multiple‐criteria decision making with 2‐tuple aspirations: a method based on disappointment stochastic dominance
• Rough approximation of a preference relation by a multi-attribute stochastic dominance for deterministic and stochastic evaluation problems.

This page was built for publication: Multiple criteria decision making with interval stochastic variables: a method based on interval stochastic dominance