A Probabilistic Approach for Indirect Elicitation of the Preferences of a Decision Maker

Eliciting the preferences of a Decision Maker (DM) is a challenging task in multi criteria-decision making problems. DM preferences can be represented in the form of weights for criteria. Direct elicitation methods can be cognitively difficult for the DM especially when a large number of weights with close values are available. Indirect methods are beneficial in this regard as they use decision alternatives rather than weights for elicitation. However, the accuracy of these approaches can vary depending on consistency of the DM and the similarity of the alternatives shown the DM. We propose a probabilistic approach for indirect elicitation of preferences. Our approach assumes that preferences of the DM are represented by a weighted utility function. It estimates the probability distribution of these weights by asking the DM to rank multiple sets each containing a small number of decision alternatives. The answers of the DM are inputted to a graphical probabilistic model to compute the posteriors of the weight distributions. The benefits of the proposed approach include estimation of uncertainty regarding the preferences and decreased cognitive difficulty due to ranking small number of alternatives. The proposed approach is also able to incorporate expert knowledge in the elicitation in terms of prior distributions or constraints between the parameters. We illustrate the use of the method by using two case studies and evaluate the performance of the method by using a simulated DM. Possible approaches to obtain better information from the DM in the preference elicitation process are considered. Approaches to put alternatives in ranking orders or to establish outranking relations using the probability distributions are also discussed.


A new systematic and flexible method for developing hierarchical decision-making models
BELDEK, ULAŞ; Leblebicioğlu, Mehmet Kemal (2015-01-01)
The common practice in multilevel decision-making (DM) systems is to achieve the final decision by going through a finite number of DM levels. In this study, a new multilevel DM model is proposed. This model is called the hierarchical DM (HDM) model and it is supposed to provide a flexible way of interaction and information flow between the consecutive levels that allows policy changes in DM procedures if necessary. In the model, in the early levels, there are primary agents that perform DM tasks. As the le...
A parallel between regret theory and outranking methods for multicriteria decision making under imprecise information
Ozerol, Gul; Karasakal, Esra (Springer Science and Business Media LLC, 2008-08-01)
Incorporation of the behavioral issues of the decision maker (DM) is among the aspects that each Multicriteria Decision Making (MCDM) method implicitly or explicitly takes into account. As postulated by regret theory, the feelings of regret and rejoice are among the behavioral issues associated with the entire decision making process. Within the context of MCDM, the DM may feel regret, when the chosen alternative is compared with another one having at least one better criterion value. PROMETHEE II is a wide...
An Interactive partitioning approach for multiobjective decision making under a general monotone utility function
Karasakal, Esra (2013-09-01)
We develop an interactive partitioning approach for solving the multiobjective decision making problem of a decision maker (DM) who has an implicit general monotone utility function. The approach reduces feasible solution space using the DM's preferences. Hypothetical solutions called partition ideals (PIs) that dominate portions of the efficient frontier are generated and those that are inferior to a feasible solution are used to eliminate the dominated regions. We investigate the issues in representation ...
Interactive and nonparametric modeling of preferences on an ordinal scale using small data
Erişkin, Levent; Köksal, Gülser; Department of Industrial Engineering (2014)
In this study, we consider learning preference structure of a Decision Maker (DM). Many preference modeling problems in a variety of fields such as marketing, quality control and economics, involve possibly interacting criteria, and an ordinal scale is used to express preference of objects. In these cases, typically underlying preference structure of the DM and distribution of criteria values are not known, and only a few data can be collected about the preferences of the DM. For developing a preference mod...
A Probabilistic and interactive approach to multiple criteria sorting
Mutlu, Sinem; Köksalan, Murat; Serin, Yaşar Yasemin; Department of Industrial Engineering (2015)
In this thesis, we develop a method in order to assign alternatives that are evaluated by multiple criteria into preference ordered classes probabilistically. Our motivation is that; when there are large sets of alternatives, placement could be realized in a fast and effective way based on a reasonable misclassification ratio. We assume that the underlying utility function of Decision Maker (DM) is additive. We first ask DM to place reference alternatives into the classes. We develop an interactive probabil...
Citation Formats
B. Yet, “A Probabilistic Approach for Indirect Elicitation of the Preferences of a Decision Maker,” presented at the BALCOR 2018 - XIII Balkan Conference on Operational Research (2018), Belgrade, Sırbistan Ve Karadağ, 2018, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/70963.