Weight generation and construction of preferences by Monte Carlo method in AHP with inconsistent interval comparison matrices

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23510%2F11%3A43899335" target="_blank" >RIV/49777513:23510/11:43899335 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Weight generation and construction of preferences by Monte Carlo method in AHP with inconsistent interval comparison matrices

Popis výsledku v původním jazyce

Paper presents Monte Carlo method and its numerical implementation for generation of weights and construction of preferences used in AHP to support multiple criteria decision making. However, in case of inconsistent interval comparison matrices the problem of weight generation is much more difficult. An approach based on consistency index is widely used in such case. Our procedure constructs a suitable measure of consistency as a relation between consistency index and some spectral characteristics depending on right eigenvector of comparison matrix. Using Monte Carlo method matrix samples are generated from the interval comparison matrix. The spectral-problems for such matrices are solved and the leading eigenvalues extracted. These subsequently servefor estimation of weights extremal bounds. The computer implementation is presented in detail, and numerical results discussed, too.

Název v anglickém jazyce

Weight generation and construction of preferences by Monte Carlo method in AHP with inconsistent interval comparison matrices

Popis výsledku anglicky

Paper presents Monte Carlo method and its numerical implementation for generation of weights and construction of preferences used in AHP to support multiple criteria decision making. However, in case of inconsistent interval comparison matrices the problem of weight generation is much more difficult. An approach based on consistency index is widely used in such case. Our procedure constructs a suitable measure of consistency as a relation between consistency index and some spectral characteristics depending on right eigenvector of comparison matrix. Using Monte Carlo method matrix samples are generated from the interval comparison matrix. The spectral-problems for such matrices are solved and the leading eigenvalues extracted. These subsequently servefor estimation of weights extremal bounds. The computer implementation is presented in detail, and numerical results discussed, too.

Druh

D - Stať ve sborníku

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

<a href="/cs/project/LC06075" target="_blank" >LC06075: Centrum základního výzkumu pro dynamickou ekonomii a ekonometrii</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2011

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Mathematical Methods in Economics 2011

ISBN

978-80-7431-058-4

ISSN

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e-ISSN

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Počet stran výsledku

6

Strana od-do

449-454

Název nakladatele

Professional Publishing

Místo vydání

Praha

Místo konání akce

Janská Dolina, Slovakia

Datum konání akce

6. 9. 2011

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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