Portfolio Decision Analysis in Vague Domains
2012 (English)In: IEEE International Conference on Industrial Engineering and Engineering Management, Hong Kong: IEEE , 2012Conference paper, Presentation (Other academic)
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
Hong Kong: IEEE , 2012.
Decision analysis, imprecise information, portfolio decision analysis
Research subject Computer and Systems Sciences
IdentifiersURN: urn:nbn:se:su:diva-85430OAI: oai:DiVA.org:su-85430DiVA: diva2:583692
IEEM 2012, 10-13 December 2012, Hong Kong, China