This information is indicative and can be subject to change. `
Advanced decision and modelling
Teacher: Michel GRABISCH
E-mail: [email protected]
ECTS: 2.5
Evaluation: written exam
Previsional Place and time:
Prerequisites: a first course in decision making is preferable although not mandatory
Aim of the course:
This is course is a natural continuation of the course "Fundamentals of decision making", going towards more advanced methods, essentially based on capacity theory and the Choquet integral. Emphasis is put on multicriteria decision making.
Syllabus:
The course is divided as follows:
- Fundamentals of capacity theory, Choquet integral, Sugeno integral, Moebius inversion
- Multicriteria decision making based on capacities and the Choquet integral. Notion of bipolar scale; Shapley value, importance index and interaction index.
- Introduction to the Dempster-Shafer theory of evidence (belief functions). Combination rules, conditional belief functions. Notions of possibility theory. Links with imprecise probabilities.
- Practical aspects: model fitting, subjective evaluation, data mining, softwares.
References:
M. Grabisch, Set Functions, Games and Capacities in Decision Making. Theory and Decision Library C, Vol. 46, Springer Verlag, 2016.
J.C. Fodor and M. Roubens. Fuzzy Preference Modelling and Multi-Criteria Decision Aid, Kluwer Academic Publisher, 1994.
J. Figueira and S. Greco and M. Ehrgott (eds). Multiple Criteria Decision Analysis, Kluwer Academic Publishers, 2006.
G. Shafer. A mathematical Theory of Evidence, Princeton Univ. Press, 1976.
Advanced decision and modelling
Teacher: Michel GRABISCH
E-mail: [email protected]
ECTS: 2.5
Evaluation: written exam
Previsional Place and time:
Prerequisites: a first course in decision making is preferable although not mandatory
Aim of the course:
This is course is a natural continuation of the course "Fundamentals of decision making", going towards more advanced methods, essentially based on capacity theory and the Choquet integral. Emphasis is put on multicriteria decision making.
Syllabus:
The course is divided as follows:
- Fundamentals of capacity theory, Choquet integral, Sugeno integral, Moebius inversion
- Multicriteria decision making based on capacities and the Choquet integral. Notion of bipolar scale; Shapley value, importance index and interaction index.
- Introduction to the Dempster-Shafer theory of evidence (belief functions). Combination rules, conditional belief functions. Notions of possibility theory. Links with imprecise probabilities.
- Practical aspects: model fitting, subjective evaluation, data mining, softwares.
References:
M. Grabisch, Set Functions, Games and Capacities in Decision Making. Theory and Decision Library C, Vol. 46, Springer Verlag, 2016.
J.C. Fodor and M. Roubens. Fuzzy Preference Modelling and Multi-Criteria Decision Aid, Kluwer Academic Publisher, 1994.
J. Figueira and S. Greco and M. Ehrgott (eds). Multiple Criteria Decision Analysis, Kluwer Academic Publishers, 2006.
G. Shafer. A mathematical Theory of Evidence, Princeton Univ. Press, 1976.
