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Portfolio Decision Analysis in Vague Domains
Stockholm University, Faculty of Social Sciences, Department of Computer and Systems Sciences.
Stockholm University, Faculty of Social Sciences, Department of Computer and Systems Sciences.
2012 (English)In: IEEE International Conference on Industrial Engineering and Engineering Management, 2012Conference paper (Refereed)
Abstract [en]

Portfolio Decision Analysis (PDA) is applicable in many domains and is therefore an important part of Decision Analysis (DA). PDA enables the identification of a preferred portfolio of alternatives instead of a single alternative, which is the typical case in traditional DA. The DELTA framework for interval decision analysis enables a decision maker to model and evaluate decision problems in vague domains with imprecise information, however, it does not support PDA. This paper presents an extension of the DELTA method so that portfolio decision problems can be modelled and evaluated within that framework. The extension is based on a set of reasonable requirements, and an evaluation of the PDA methods PROBE, RPM and Equity.

Place, publisher, year, edition, pages
2012.
Keyword [en]
Decision analysis, imprecise information, portfolio decision analysis
National Category
Information Systems
Research subject
Computer and Systems Sciences
Identifiers
URN: urn:nbn:se:su:diva-135403OAI: oai:DiVA.org:su-135403DiVA: diva2:1045187
Available from: 2016-11-08 Created: 2016-11-08

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