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Sensitivity Analysis in Portfolio Interval Decision Analysis
Stockholm University, Faculty of Social Sciences, Department of Computer and Systems Sciences.
Stockholm University, Faculty of Social Sciences, Department of Computer and Systems Sciences.
2013 (English)In: Proceedings of the Twenty-Sixth International Florida Artificial Intelligence Research Society Conference: Proceedings / [ed] Chutima Boonthum-Denecke, G. Michael Youngblood, AAAI Press, 2013, 609-614 p.Conference paper, Published paper (Refereed)
Abstract [en]

Techniques enabling decision makers to identify a set of non-mutually exclusive projects (or alternatives) constituting a portfolio, while allowing for imprecise information with respect to projects’ benefits, costs, and overall resource constraints, have emerged as an area of great applicability. To reach applicability, reasonable and computationally meaningful decision evaluation methods are needed. In this paper, we propose an embedded form of sensitivity analysis for portfolio interval decision analysis building upon the concept of interval contraction. Both a priori sensitivity analysis and a posteriori sensitivity analysis for portfolio interval decision analysis are supported by the approach.

Place, publisher, year, edition, pages
AAAI Press, 2013. 609-614 p.
Keyword [en]
Portfolio Decision Analysis, Sensitivity Analysis, Multi-Criteria Decision Analysis, Imprecise Information
National Category
Information Systems
Research subject
Computer and Systems Sciences
Identifiers
URN: urn:nbn:se:su:diva-97235ISBN: 978-1-57735-605-9 (print)OAI: oai:DiVA.org:su-97235DiVA: diva2:676279
Conference
The Twenty-Sixth International FLAIRS Conference, St. Pete Beach, USA, May 22 – 24, 2013
Available from: 2013-12-05 Created: 2013-12-05 Last updated: 2014-01-16Bibliographically approved

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http://www.aaai.org/ocs/index.php/FLAIRS/FLAIRS13/paper/view/5919

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