## Multiobjective Decision Making Under CertaintyEconomic Research Institute at the Stockholm School of Economics, Jan 1, 1978 - Decision-making - 180 pages |

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### Contents

INTRODUCTION AND SUMMARY l | 1 |

AN INTRODUCTION TO BASIC MULTIATTRIBUTE ll | 11 |

ON THE VALIDITY OF MAU MODELS | 22 |

Copyright | |

8 other sections not shown

### Common terms and phrases

according algorithms assigned assumed assumption boundary points BPR method Chapter computed concave and increasing concave function conjunctive model considered convergence properties convex criteria decision maker defined denoted determined discussed Dyer Dyer's method Economic elasticity of substitution expansion path extreme point flow-chart ft+1 function values Geoffrion's method Iteration goals gradient direction interactive methods isoquants Iteration no pwc JULANDER k-vector linear model linear program marginal rates marginal utilities MAU models Mimeographed multiple correlation coefficient NM method non-linear objective function obtained optimal solution pairwise comparisons Parameter values partial utility functions point estimates preferences procedure properties Ul pseudoconcave pwc no Sl quasiconcave random rates of substitution satisfied scalar separable models simplex method simulation experiment simulation study stochastic disturbances stochastic error Stockholm strictly concave Table theorem underlying utility function unit interval utility judgments utility model utility utils utility values variable VES model x e R++ Zionts and Wallenius