A. V. Lotov, A. V. Kholmov, “Reasonable goals method in multi-objective stochastic choice problem”, Artificial Intelligence and Decision Making, 2010, Issue 3,Pages <nobr>79

Multi-criteria analysis of decisons

Reasonable goals method in multi-objective stochastic choice problem

A. V. Lotov^a, A. V. Kholmov^b

^a Dorodnitsyn Computing Centre of the Russian Academy of Sciences, Moscow
^b Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Abstract: New method is proposed for decision support in multi-objective choice problem with stochastic objectives, which values belong to sufficiently small intervals. It is demonstrated that this problem can be studied with the help of the reasonable goals method, which is based on visualization of high-order Pareto frontier of the convex hull of the objective points and on selecting a small number of alternatives related to the goal identified by decision maker.

Keywords: multi-objective choice, stochastic objectives, Pareto frontier, convex hull, reasonable goal.