Palabras pronunciadas por el Prof. D. Sixto Ríos en la sesión inaugural de la XII Reunión Nacional de la Sociedad Española de Investigación Operativa, Estadística e Informática.
The study of decision making and problem solving has attracted much attention. Since the middle of this century the notion of rational decision making was associated with expected utility maximization, albeit in a very different way than D. Bernoulli (1738) envisioned. For decisions under risk, Von Neumann and Morgenstern (1947) formulated the axioms for expected utility. For decisions under uncertainty Savage (1954) developed the axioms leading simultaneously to subjective probability and expected...
This paper gives a formalization of the relation between the Debreu's value function and the Von Neumann's utility function, with a generalization of this result for their respective vectorial functions. Finally the problem of incorporating complementary information is considered.
An important issue in multi-attribute decision making consists of identifying the set of efficient solutions. The importance of this set is that the decision maker (DM) can restrict his attention to it, discarding all other solutions, because a nonefficient solution can never be optimal. Several methods have been developed to aid a DM in generating all or representative subsets of efficient solutions, [1] and [4], or to approximate it [7]. However most of these methods may be hard to apply to nonlinear...
We consider the multiobjective decision making problem. The decision maker's (DM) impossibility to take consciously a preference or indifference attitude with regard to a pair of alternatives leads us to what we have called doubt attitude. So, the doubt may be revealed in a conscient way by the DM. However, it may appear in an inconscient way, revealing judgements about her/his attitudes which do not follow a certain logical reasoning. In this paper, doubt will be considered as a part...
In this paper the theoretical and practical implications of dropping -from the basic Bayesian coherence principles- the assumption of comparability of every pair of acts is examined. The resulting theory is shown to be still perfectly coherent and has Bayesian theory as a particular case. In particular we question the need of weakening or ruling out some of the axioms that constitute the coherence principles; what are their practical implications; how this drive to the notion of partial information...
We consider the multi-attribute decision making problem with incomplete information on the decision maker's preferences, given by an imprecise vector utility function. We introduce an approximation set to the utility efficient set which may be used to aid a decision maker in reaching a final compromise strategy. We provide sorne properties and an interactive procedure based on such approximation set.
A decision situation with partial information on preferences by means of a vector value function is assumed. The concept of minimum value dispersion solution as a reference point joined with a pseudodistance function from such a point and a dispersion level ε, lead to the notion of ε-dispersion set. The dispersion level represents the amount of value that the decision maker can be indifferent to, therefore he should choose his most preferred solution in this set. Convergence properties, as well...
En este trabajo consideramos el problema de la evaluación multiatributo en términos de una función de valor vectorial que conduce a un espacio de criterios en el que suponemos es posible obtener información parcial secuencial sobre las preferencias la cual se traduce en conos definidos sobre el espacio de criterios. También consideramos dentro del esquema señalado la situación en la cual el decisor parte de un subconjunto del conjunto total de decisiones, introduciendo el conjunto K-eficiente aproximado...
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