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ELECTRE methods with interaction between criteria: An extension of the concordance index

Figueira, José; Greco, Salvatore; Roy, Bernard (2009), ELECTRE methods with interaction between criteria: An extension of the concordance index, European Journal of Operational Research, 199, 2, p. 478-495. http://dx.doi.org/10.1016/j.ejor.2008.11.025

Type
Article accepté pour publication ou publié
External document link
http://hal.archives-ouvertes.fr/hal-00133644/fr/
Date
2009
Journal name
European Journal of Operational Research
Volume
199
Number
2
Publisher
Elsevier
Pages
478-495
Publication identifier
http://dx.doi.org/10.1016/j.ejor.2008.11.025
Metadata
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Author(s)
Figueira, José
Greco, Salvatore
Roy, Bernard
Abstract (EN)
This paper presents an extension of the comprehensive (overall) concordance index of ELECTRE methods, which takes the interaction between criteria into account. In real-world decision-aiding situations, it is reasonable to consider only the interaction between a small number of criterion pairs. Three types of interaction have been considered: mutual strengthening, mutual weakening, and antagonistic. The new concordance index correctly takes into account such types of interactions, by imposing such conditions as boundary, monotonicity, and continuity. We demonstrate that the generalized index is able to take the three types of interaction, or dependencies, between criteria into account satisfactorily, first using quasi-criteria and then using pseudo-criteria. We also examine the links between the new concordance index and the Choquet integral.
Subjects / Keywords
Choquet integral; Interaction between criteria; Outranking methods; Multicriteria analysis

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