2022
On the Monte Carlo weights in multiple criteria decision analysis
MAZUREK, Jiří a Dominik STRZALKAZákladní údaje
Originální název
On the Monte Carlo weights in multiple criteria decision analysis
Autoři
MAZUREK, Jiří (203 Česká republika, garant, domácí) a Dominik STRZALKA (616 Polsko)
Vydání
PLOS ONE, 2022, 1932-6203
Další údaje
Jazyk
angličtina
Typ výsledku
Článek v odborném periodiku
Obor
10201 Computer sciences, information science, bioinformatics
Stát vydavatele
Spojené státy
Utajení
není předmětem státního či obchodního tajemství
Odkazy
Kód RIV
RIV/47813059:19520/22:A0000290
Organizační jednotka
Obchodně podnikatelská fakulta v Karviné
UT WoS
000911414400001
Klíčová slova anglicky
Monte Carlo simulations; weights; multiple criteria decision making
Příznaky
Mezinárodní význam, Recenzováno
Návaznosti
GA21-03085S, projekt VaV.
Změněno: 11. 4. 2023 11:18, Miroslava Snopková
Anotace
V originále
In multiple-criteria decision making/aiding/analysis (MCDM/MCDA) weights of criteria constitute a crucial input for finding an optimal solution (alternative). A large number of methods were proposed for criteria weights derivation including direct ranking, point allocation, pairwise comparisons, entropy method, standard deviation method, and so on. However, the problem of correct criteria weights setting persists, especially when the number of criteria is relatively high. The aim of this paper is to approach the problem of determining criteria weights from a different perspective: we examine what weights’ values have to be for a given alternative to be ranked the best. We consider a space of all feasible weights from which a large number of weights in the form of n−tuples is drawn randomly via Monte Carlo method. Then, we use predefined dominance relations for comparison and ranking of alternatives, which are based on the set of generated cases. Further on, we provide the estimates for a sample size so the results could be considered robust enough. At last, but not least, we introduce the concept of central weights and the measure of its robustness (stability) as well as the concept of alternatives’ multi-dominance, and show their application to a real-world problem of the selection of the best wind turbine.