haku: @indexterm NONLINEAR PROGRAMMING / yhteensä: 122
viite: 9 / 122
| Tekijä: | Tangian, A. S. |
| Otsikko: | Constructing a quasi-concave quadratic objective function from interviewing a decision maker |
| Lehti: | European Journal of Operational Research
2002 : SEP, VOL. 141:3, p. 608-640 |
| Asiasana: | DECISION MAKING MULTIPLE CRITERIA DECISION MAKING REGRESSION ANALYSIS NONLINEAR PROGRAMMING UTILITY THEORY |
| Kieli: | eng |
| Tiivistelmä: | A model for constructing quadratic objective functions (= utility functions) from interviewing a decision maker is considered. The interview is designed to guarantee a unique non-trivial output of the model and to enable estimating both cardinal and ordinal utility, depending on interview scenarios. The model is provided with operational restrictions for the monotonicity of the objective function (= either only growth, or only decrease in every variable) and its quasi-concavity (= convexity of the associated preference). Thereby constructing a monotonic quasi-concave quadratic objective function is reduced to a problem of non-linear programming. |
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