TY - JOUR
T1 - Modeling group perceptions using stochastic simulation
T2 - scaling issues in the multiplicative ahp
AU - Barfod, Michael Bruhn
AU - Van Den Honert, Robin
AU - Salling, Kim Bang
PY - 2016/3/1
Y1 - 2016/3/1
N2 - This paper proposes a new decision support approach for applying stochastic simulation to the multiplicative analytic hierarchy process (AHP) in order to deal with issues concerning the scale parameter. The paper suggests a new approach that captures the influence from the scale parameter by making use of probability distributions. Herein, the uncertainty both with regard to the scale and the inherent randomness from the parameter is captured by probabilistic input and output distributions. Provided that each alternative and criteria under consideration are independent it is assumed that the embedded uncertainty from the progression factors remains the same. The result is then an interval estimate for each alternative's final scores. This can lead to overlapping intervals of scores which may be interpreted as possible rank reversals. Thus, the decision support approach makes it possible to calculate the probability of overlapping for any given set of pairwise comparisons.
AB - This paper proposes a new decision support approach for applying stochastic simulation to the multiplicative analytic hierarchy process (AHP) in order to deal with issues concerning the scale parameter. The paper suggests a new approach that captures the influence from the scale parameter by making use of probability distributions. Herein, the uncertainty both with regard to the scale and the inherent randomness from the parameter is captured by probabilistic input and output distributions. Provided that each alternative and criteria under consideration are independent it is assumed that the embedded uncertainty from the progression factors remains the same. The result is then an interval estimate for each alternative's final scores. This can lead to overlapping intervals of scores which may be interpreted as possible rank reversals. Thus, the decision support approach makes it possible to calculate the probability of overlapping for any given set of pairwise comparisons.
KW - Decision support
KW - multi-criteria decision analysis
KW - multiplicative AHP
KW - stochastic simulation
UR - http://www.scopus.com/inward/record.url?scp=84960532484&partnerID=8YFLogxK
U2 - 10.1142/S0219622016500103
DO - 10.1142/S0219622016500103
M3 - Article
AN - SCOPUS:84960532484
SN - 0219-6220
VL - 15
SP - 453
EP - 474
JO - International Journal of Information Technology and Decision Making
JF - International Journal of Information Technology and Decision Making
IS - 2
ER -