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A multi‐run interactive method for bicriterion optimization problems
Author(s) -
Shin Wan S.,
Lee Jung J.
Publication year - 1992
Publication title -
naval research logistics (nrl)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.665
H-Index - 68
eISSN - 1520-6750
pISSN - 0894-069X
DOI - 10.1002/1520-6750(199202)39:1<115::aid-nav3220390109>3.0.co;2-7
Subject(s) - computer science , decision maker , certainty , preference , management science , entropy (arrow of time) , integer programming , operations research , mathematical optimization , artificial intelligence , mathematics , algorithm , statistics , physics , geometry , quantum mechanics , economics
This article introduces a new conceptual and methodological framework for the use of decision makers and their interactions with the computer in bicriterion decision making. The new method, called the multirun interactive method, attempts to estimate the prior of the decision maker on his uncertain preference nature using the minimum cross‐entropy principle. A computational study is performed with four hypothesized prior distributions under various interaction conditions. Other important aspects related to the method, such as implementation of the method, decision making under certainty, decision making with multiple decision makers, and bicriterion integer programming, are also discussed.