MCDM'11 - paper no. 12

 

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COMPROMISE HYPERSPHERE FOR STOCHASTIC DOMINANCE MODEL

Sebastian Sitarz

Abstract:

The aim of the work is to present a method of ranking a finite set of discrete random variables. The proposed method is based on two approaches: the stochastic dominance model and the compromise hypersphere. Moreover, a numerical illustration of the method presented is given.

Keywords:

Stochastic dominance; compromise programming; multiple criteria optimization.

Reference index:

Sebastian Sitarz, (2011), COMPROMISE HYPERSPHERE FOR STOCHASTIC DOMINANCE MODEL, Multiple Criteria Decision Making (6), pp. 231-237

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