Multiobjective Decision Making Under CertaintyEconomic Research Institute at the Stockholm School of Economics, 1978 - Business & Economics - 180 pages |
Contents
INTRODUCTION AND SUMMARY | 1 |
AN INTRODUCTION TO BASIC MULTIATTRIBUTE | 11 |
ON THE VALIDITY OF MAU MODELS | 22 |
Copyright | |
6 other sections not shown
Common terms and phrases
according algorithms assumed assumption boundary points BPR method Chapter concave and increasing concave function conjunctive model considered convergence properties convex criteria decision maker defined denoted determined discussed Dyer Dyer's method elasticity of substitution expansion path flow-chart Geoffrion's method goals gradient direction interactive methods isoquants k-vector linear model linear multiple correlation linear program marginal rates MAU models method Iteration pwc Mimeographed MONOTONIC FUNCTIONS multiple correlation coefficient Nelder NM method non-linear obtained pairwise comparisons Parameter values Parameter partial utility functions point estimates preferences Problem 1 solved properties Ul pseudoconcave quasiconcave rates of substitution regression satisfied scalar separable models simulation experiment simulation study solved by Geoffrion's standard deviation stochastic disturbances stochastic error Stockholm strictly concave theorem u(x¹ underlying utility function unit interval utility judgments utility model utility utils Iteration utility values values Parameter values variable VES model Zionts and Wallenius