The SMAA-PROMETHEE methods

TL;DR

This paper integrates SMAA with PROMETHEE methods to analyze the entire set of compatible weights in MCDA, enhancing decision support by accounting for uncertainty and preference information.

Contribution

It introduces a novel combination of SMAA with PROMETHEE methods, including bipolar variants, to better handle weight uncertainty in decision analysis.

Findings

Enables exploration of all compatible weights with preference info.

Applied to a student evaluation case study.

Improves robustness of PROMETHEE-based decisions.

Abstract

PROMETHEE methods are widely used in Multiple Criteria Decision Aiding (MCDA) to deal with real decision making problems. A crucial aspect of the classical PROMETHEE methods is the choice of criteria weights. In this paper, we propose to apply the Stochastic Multiobjective Acceptability Analysis (SMAA) to the classical PROMETHEE methods and to the bipolar PROMETHEE methods in order to explore the whole set of weights compatible with some preference information provided by the Decision Maker (DM). A didactic example describes the application of the presented methodology to a student evaluation problem.