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Sensitivity Analysis of Additive Multiattribute Value Models
Hutton Barron and Charles P. Schmidt
Vol. 36, No. 1 (Jan. - Feb., 1988), pp. 122-127
Published by: INFORMS
Stable URL: http://www.jstor.org/stable/171383
Page Count: 6
You can always find the topics here!Topics: Least squares, Mathematical procedures, Sensitivity analysis, Multiattribute models, Entropy, Modeling, Mathematical problems, Optimal solutions, Decision making, Objective functions
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We present two simple computational procedures for sensitivity analysis of additive multiattribute value models that yield variations in attribute weights (scaling constants). For the first, or entropy-based, procedure, the point of departure is the concept of equal weights for all attributes. For the second, or least squares procedure, the point of departure is a set of arbitrary weights for attributes. In each procedure we either (a) calculate the "closest" set of weights that equates the multiattribute value for a pair of alternatives-that alternative whose overall value is optimal for the original attribute weights and any other specific nondominated alternative-or (b) calculate the "closest" set of weights required for the specific alternative to exceed the "optimal" alternative by a specified amount.
Operations Research © 1988 INFORMS