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2005 | nr 2 | 101--126
Tytuł artykułu

Interactive Approach and its Applications in Managerial Decision Making Problems

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Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
Multiple criteria analysis based on stochastic dominance has been successfully applied in the decision analysis during last thirty years. Initially the investments and savings, portfolio diversification, option evaluation and portfolio insurance were the main areas of application. Since 1990 various new areas of employment of the stochastic dominance concept has been proposed: production process control, investment projects' evaluation, measuring the quality of life.(fragment of text)
Rocznik
Numer
Strony
101--126
Opis fizyczny
Twórcy
autor
  • University of Economics in Katowice, Poland
Bibliografia
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  • Habenicht, W., 1992. ENUQUAD: A DSS for discrete vector optimization problems. In: Cerny, M., Glückaufova, D., Loula, D. (Eds.), Multicriteria Decision Making: Methods - Algorithms - Applications, Institute of Economics, Czechoslovak Academy of Sciences, Prague, 66-74.
  • Huang, C.C., Kira, D., Vertinsky, I. 1978. Stochastic dominance rules for multiattribute utility functions. Review of Economic Studies 41, 611-616.
  • Kahneman, D., Tversky, A., 1979. Prospect theory: an analysis of decisions under risk. Econometrica 47, 263-291.
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  • Kaliszewski, I., Michalowski, W., 1999. Searching for psychologically stable solutions of multiple criteria decision problems. European Journal of Operational Research 118, 549-562.
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  • Korhonen, P., Laakso, J., 1986. A visual interactive method for solving the multiple criteria problems. European Journal of Operational Research 24, 277-287.
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  • Lotfi, V., Stewart, T.J., Zionts, S., 1992. An aspiration-level interactive model for multiple criteria decision making. Computers & Operations Research 19, 671-681.
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  • Michalowski, W., Szapiro, T., 1992. A bi-reference procedure for interactive multiple criteria programming. Operations Research 40, 247-258.
  • Nowak, M., 2004a. Preference and veto thresholds in multicriteria analysis based on stochastic dominance. European Journal of Operational Research 158, 339-350.
  • Nowak, M., 2004b. Interactive approach in multicriteria analysis based on stochastic dominance. Control and Cybernetics 33, 463-476.
  • Nowak, M., 2005a. INSDECM - an interactive procedure for stochastic multicriteria decision problems. European Journal of Operational Research (to appear).
  • Nowak, M., 2005b. Aspiration level approach in stochastic MCDM problems. European Journal of Operational Research (to appear).
  • Nowak, M., Trzaskalik, T., Trzpiot, G., Zaras, K., 2002. Inverse stochastic dominance and its application in production process control. In: Trzaskalik, T., Michnik, J. (Eds.), Multiple Objective and Goal Programming. Recent Developments. Physica-Verlag, Heidelberg, 362-376.
  • Ogryczak, W., Ruszczyński, A., 1999. Form stochastic dominance to mean-risk models: Semideviations as risk measures. European Journal of Operational Research 116, 33-50.
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  • Sakawa, M., Kato, K., and Nishizaki, I., 2003. An interactive fuzzy satisficing method for multiobjective stochastic linear programming problems through an expectation model. European Journal of Operational Research 145, 665-672.
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  • Spronk, J., 1981. Interactive Multiple Goal Programming. Martinus Nijhoff, The Hague.
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  • Wierzbicki, A., 1980. The use of reference objectives in multiobjective optimization. In: Fandel, G., Gal, T. (Eds.), MCDM Theory and Application, Springer-Verlag, Berlin, 468-486.
  • Zaras, K., Martel, J.M., 1994. Multiattribute analysis based on stochastic dominance. In: Munier, B., Machina, M.J. (Eds.), Models and Experiments in Risk and Rationality. Kluwer Academic Publishers, Dordrecht, 225-248.
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  • Zionts, S., 1981. A multiple criteria method for choosing among discrete alternatives. European Journal of Operational Research 7, 143-147.
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Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171242275

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