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On importance indices in multicriteria decision making

Author

Listed:
  • Michel Grabisch

    (CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique, PSE - Paris School of Economics - UP1 - Université Paris 1 Panthéon-Sorbonne - ENS-PSL - École normale supérieure - Paris - PSL - Université Paris Sciences et Lettres - EHESS - École des hautes études en sciences sociales - ENPC - École des Ponts ParisTech - CNRS - Centre National de la Recherche Scientifique - INRAE - Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement)

  • Christophe Labreuche

    (Thales Research and Technology [Palaiseau] - THALES [France])

  • Mustapha Ridaoui

    (CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique)

Abstract
We address the problem of how to define an importance index in multicriteria decision problems, when a numerical representation of preferences is given. We make no restrictive assumption on the model, which could have discrete or continuous attributes, and in particular , it is not assumed that the model is monotonically increasing or decreasing with respect to the attributes. Our analysis first considers discrete models, which are seen to be equivalent to multichoice games. We propose essentially two importance indices, namely the signed importance index and the absolute importance index, both based on the average variation of the value of the model induced by a given attribute. We provide several axiomatizations for these importance indices, extend them to the continuous case, and finally illustrate them with examples: classical simple models and an example of discomfort evaluation based on real data.

Suggested Citation

  • Michel Grabisch & Christophe Labreuche & Mustapha Ridaoui, 2019. "On importance indices in multicriteria decision making," Post-Print halshs-02380863, HAL.
    • Handle: RePEc:hal:journl:halshs-02380863
    DOI: 10.1016/j.ejor.2019.02.035
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-02380863
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    References listed on IDEAS

    as
    1. Hans Peters & Horst Zank, 2005. "The Egalitarian Solution for Multichoice Games," Annals of Operations Research, Springer, vol. 137(1), pages 399-409, July.
    2. Labreuche, Christophe & Grabisch, Michel, 2018. "Using multiple reference levels in Multi-Criteria Decision aid: The Generalized-Additive Independence model and the Choquet integral approaches," European Journal of Operational Research, Elsevier, vol. 267(2), pages 598-611.
    3. Grabisch, Michel & Labreuche, Christophe, 2018. "Monotone decomposition of 2-additive Generalized Additive Independence models," Mathematical Social Sciences, Elsevier, vol. 92(C), pages 64-73.
    4. Michel Grabisch & Jean-Luc Marichal & Marc Roubens, 2000. "Equivalent Representations of Set Functions," Mathematics of Operations Research, INFORMS, vol. 25(2), pages 157-178, May.
    5. Michel Grabisch & Christophe Labreuche, 2010. "A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid," Annals of Operations Research, Springer, vol. 175(1), pages 247-286, March.
    6. José Zarzuelo & Marco Slikker & Flip Klijn, 1999. "Characterizations of a multi-choice value," International Journal of Game Theory, Springer;Game Theory Society, vol. 28(4), pages 521-532.
    7. Michel Grabisch & Christophe Labreuche, 2016. "Fuzzy Measures and Integrals in MCDA," International Series in Operations Research & Management Science, in: Salvatore Greco & Matthias Ehrgott & José Rui Figueira (ed.), Multiple Criteria Decision Analysis, edition 2, chapter 0, pages 553-603, Springer.
    8. Michel Grabisch & Fabien Lange, 2007. "Games on lattices, multichoice games and the shapley value: a new approach," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 65(1), pages 153-167, February.
    9. Mustapha Ridaoui & Michel Grabisch & Christophe Labreuche, 2017. "Axiomatization of an importance index for Generalized Additive Independence models," Documents de travail du Centre d'Economie de la Sorbonne 17048, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    10. Michel Grabisch & Christophe Labreuche, 2008. "Bipolarization of posets and natural interpolation," Post-Print hal-00274267, HAL.
    11. Michel Grabisch & Jean-Luc Marichal & Radko Mesiar & Endre Pap, 2009. "Aggregation functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00445120, HAL.
    12. Guillermo Owen, 1972. "Multilinear Extensions of Games," Management Science, INFORMS, vol. 18(5-Part-2), pages 64-79, January.
    13. Hsiao Chih-Ru & Raghavan T. E. S., 1993. "Shapley Value for Multichoice Cooperative Games, I," Games and Economic Behavior, Elsevier, vol. 5(2), pages 240-256, April.
    14. Grabisch, Michel, 1996. "The application of fuzzy integrals in multicriteria decision making," European Journal of Operational Research, Elsevier, vol. 89(3), pages 445-456, March.
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