Abstract: A method of “direct” comparison of alternatives described by polyinterval expert estimations is proposed. The method is based on approach of generalized interval estimations and method of comparison of monointerval estimations that were elaborated by authors earlier. For given concrete configuration of comparable pair of polyinterval estimations expert, comparing squares of favorable (green), unfavorable (red) and neutral (yellow) zones and using own preferences, may select preferable alternative or make conclusion that alternatives are incomparable. So called assurance factor as a measure of comparing mentioned squares is used in the process of comparison. An example of uprising problem of comparison of alternatives described by polyinterval expert estimations is given. This example concerning construction of polyinterval estimations of two investment projects on base of two monointerval estimations of costs and revenues for each project received from two experts. It is showed that analogue of Hurwicz (point) estimation for monointerval estimations may be constructed for polyinterval ones. A system of methods for comparing alternatives described by polyinterval expert estimations was built as a result of these studies. Using the methods an expert may take into account different levels of uncertainty for problem of comparing alternatives. If there is not information concerning chances of scenario realization in the framework of polyinterval estimations method of “direct” comparison of alternatives may be recommended. If there is information concerning chances of realization for different bands of scenarios in polyinterval estimations method of comparing monointerval estimations combined with Monte-Carlo? method may be recommended. If additionally there is information concerning chances of realization for different values of target indicator in the framework of scenarios in polyinterval estimations method of reducing generalized interval estimations to monointerval ones by means of averaging may be recommended.

Keywords: decision making, generalized interval estimations, expert analysis, comparison of alternatives, generalized probability distributions, aggregation of information.

ACM Classification Keywords: H.4.2 Types of Systems – Decision support; G.1.0 Numerical Analysis - Interval Arithmetic, G.3 Probability and Statistics – Distribution functions.

Link:

СРАВНЕНИЕ АЛЬТЕРНАТИВ В ПОДХОДЕ ОБОБЩЕННЫХ ИНТЕРВАЛЬНЫХ ОЦЕНОК

Михаил Стернин, Геннадий Шепелёв, Алла Рябова

http://foibg.com/ibs_isc/ibs-17/ibs-17-p07.pdf