MULTICRITERIA DECISION MAKING

Basic Problems

  • Basic Decision Making Problems
    1. Selection of the best alternative (choice)
    2. Selection of a group consisting of the best alternatives (or 'screening')
    3. Linear ordering of alternatives (linear ranking)
    4. Group ranking or stratification (or 'ordinal decision making', 'sorting'): obtaining linear ordered groups of alternatives
    5. Clustering (or classification): obtaining the set of independent alternative groups
  • Composite Problems
    1. Synthesis of composite alternative
    2. Aggregation of structured solutions (e.g., median, consensus, agreement tree)
  • Dynamical Decision Making Problems
    1. Designing a trajectory of alternatives
    2. Online decision making problems
  • Auxiliary Problems
    1. Information visualization
    2. Design and management of Human-Computer Interfaces
    3. Design of decision making solving strategies
    4. Design of Decision Support Systems (DSS)
  • Applications
    1. Management (including Supply Chain Management, strategic planning and forecasting)
    2. Systems design
    3. Finance, insurance, investment
    4. Manufacturing/ production systems
    5. Information systems, Web-based systems (including geoinformation systems - GIS)
    6. Civil engineering, construction systems
    7. Computer systems
    8. Communication systems
    9. Transportation systems
    10. Biomedical systems/processes
    11. Ecological/enviromental systems
    12. Social science applications (e.g., voting, political marketing)
    13. Education, educational processes

    Main Approaches

    1. Statistical techniques
    2. Multi-attribuite utility analysis
    3. Interactive multi-criteria decision making
    4. Analytic Hierarchy Process
    5. Outranking techniques (ELECTRE-like, POROMETHEY-like, etc.)
    6. TOPSIS-like methods (i.e., proximity/similarity to "ideal point")
    7. Mathematical theory of choice
    8. Knowledge bases
    9. Neural networks
    10. Expert judgment
    11. Hybrid techniques
    12. Composite methods (e.g., modular strategies, multistage/dynamical approaches, Hierarchical Multicriteria Morphological Design HMMD approach for synthesis of a composite alternative)

    Societies

    Intl. Society on Multiple Criteria Decision Making
    Decision Sciences Inst.
    INFORMS

    Journals

  • Journal of Multi-Criteria Analysis (Wiley)
  • Operations Research
  • Eur. Journal of Operational Research (Elsevier)
  • Journal of the Operational Research Society
  • Decision Support Systems (Elsevier)
  • OMEGA
  • Expert Systems with Applications (Elsevier)
  • Computers and Operations Research (Elsevier)
  • Knowledge-Based Systems
  • Int. J. of Information Technology and Decision Making (WorldScientific)
  • Decision Sciences

    Bibliography

  • Handbooks, Encyclopedia
    1. Saul Gass, Michael Fu (eds), Encyclopedia of Operations Research and Management Sciences. Kluwer, 2012.
    2. C. Zopounidis, P.M. Pardalos (Eds.), Handbook of Multicriteria Analysis. Springer, 2009.
    3. Frada Burstein, Clyde Holsapple (Eds.), Handbook on Decision Support Systems 1: Basic Themes. Springer, 2008.
    4. Frada Burstein, Clyde Holsapple (Eds.), Handbook on Decision Support Systems 2: Variations. Springer, 2008.
    5. Frederic Adam, Patrick Humphreys (eds), Encyclopedia of Decision Making and Decision Support Technologies. Information Science Reference/ IGI Publishing, 2008.
    6. Michael W. Kattan (ed), Encyclopedia of Medical Decision Making. Sage Publications, 2009.
    7. Goty Gonzalez (ed), Encyclopedia of Decison Sciences. Sage Publications, 2016. (under preparation)

  • Books
    1. T. Abou-El-Enien, TOPSIS Algorithms for Multiple Objective Decision Making: Large Scale Programming Approach. LAP Lambert Academic Publishing, 2013.
    2. M. Aizerman, F. Aleskerov, Theory of Choice. North-Holland, Amsterdam and New York, 1995.
    3. Minwir Al-Shammari, Hetern Masri, Multiple Criteria Decision Making in Finance, Insurance and Investment. Springer, 2015.
    4. A.R. Belkin, M.Sh. Levin, Decision Making: Combinatorial Models of Information Approximation.
    Nauka Publishing House/Fizmatlit (Russian Academy of Sciences), Moscow, 1990 (in Russian)
    Synopsis
    Book (pdf-file)
    5. Valerie Belton, Theorod Stewart, Multiple Criteria Decision Analysis: An Integrated Approach. Springer, 2002.
    6. V. Chankong, Y.Y. Haimes, Multiobjective Decision Making Theory and Methodology. Elsevier Science, New York, 1983.
    7. C.A. Coello-Coello, D.A. Van Veldhuizen, G.M. Lamont, Evolutionary Algorithms for Solving Multi-Objective Problems. Kluwer Academic Publishers, 2002.
    8. M. Doumpos, C. Zapounidis, Multicriteria Decision Aid Classification Methods. Kluwer Academic Publishers, Dordrecht, 2002.
    9. M. Ehrgott, X. Gandibleux (Eds.), Multiple Criteria Optimization: State of the Art Annotated Bibliographic Surveys. Kluwer Academic Publishers, 2002.
    10. Matthias Ehrgott, Jose Rui Figueira, Salvatore Greco, (eds), Trends in Multiple Criteria Decision Analysis. Springer, 2010.
    11. Jose Rui Figueira, Salvatore Greco, Matthias Ehrgott (eds), Multiple Criteria Decision Analysis: State of the Art Surveys. Book 78, Springer, 2005.
    12. P.C. Fishburn, Utility Theory for Decision Making. New York: J. Wiley & Sons, 1976.
    13. Salvatore Greco, Ricardo Alberto Marques Pereira, Massimo Squillante, Ronald R. Yager (edsa), References and Decisions: Models and Applications (Studies in Fussiness and Soft Computing, book 257). Springer, 2014.
    14. Alessio Ishizaka, Philippe Nemery, Multi-criteria Decision Analysis: Methods and Software. Wiley, 2013.
    15. R.L. Keeny and H. Raiffa, Decisions with Multiple Objectives: Preference and Value Trade-offs. New York: J. Wiley & Sons, 1976.
    16. Ralph L. Keeny, Value-Focused Thinking: A Path to Creative Decisionmaking. Harvard Univ. Press, 1996.
    17. J. Knowles, D. Corne, K. Deb. (Eds.), Multiobjective Problem Solving from Nature: From Concepts to Applications. Springer, 2008.
    18. V.B. Kuz'min, Building of group decisions in spaces of well-defined and fuzzy binary relations. Moscow, Nauka Publishing House, 1982 (in Russian).
    19. O.I. Larichev, H.M. Moshkovich, E.M. Furems, A.I. Mechitov, V.K. Morgoev, Knowledge Acquisition for the Constgruction of Full and Contradiction Free Knowledge Bases. IecProGamma, Groningen, The Netherlands, 1991.
    20. O.I. Larichev, H.M. Moshkovich, Verbal decision analysis for unstructured problems. Kluwer, 1997.
    21. M.Sh. Levin, Composite Systems Decisions. Springer, 2006.
    22. M.Sh. Levin, Decision Support Technology for Modular Systems. Electronic book. 341 pp. (in Russian). 2013.
    http://www.mslevin.iitp.ru/Levin-bk-Nov2013-071.pdf
    (pdf-file)
    23. A.V. Lotov, V.A. Bushenkov, G.K. Kamenev, Interactive Decision Maps: Approximaiton and Visualization of Pareto Frontier. Springer, 2004.
    24. Behnam Malakooti, Operations and Production Systems with Multiple Objectives. Wiley, 2013.
    25. K. Miettinen, Nonlinear Multiobjective Optimizaiton. Kluwer, Boston, 1999.
    26. B.G. Mirkin, Group Choice. Halsted Press, 1979.
    27. B.G. Mirkin, Mathematical Classification and Clustering. Boston: Kluwer, 1996.
    28. B.G. Mirkin, Clustering for Data Mining: A Data Recovery Approach. Boca Raton, Fl, Chapman and Hall/CRC, 2005.
    29. V. Pareto, Manual of Political Economy. MacMillan, London, Translated into English by Ann S. Schwier, 1971.
    30. J. Van Ryzin, (Ed.), Classification and Clustering. New York: Academic Press, 1977.
    31. Tomas L. Saaty, The Analytic Hierarchy Process. New York: MacGraw-Hill, 1988.
    32. Tomas L. Saaty, Multicriteria Decision Making. Rws Pubns, 1996.
    33. Tomas L. Saaty, Theory and Applications of the Analytic Network Process: Decision Making with Benefits, Opportunities, Costs, and Risks. RWS Publications, 3rd ed., 2005.
    34. Y. Sawaragi, H. Nakayama, T. Tanino, Theory of Multiobjective Optimization. Academic Press, Orlando, 1985.
    35. R.E. Steuer, Multiple Criteria Optimization: Theory, Computation, and Application, New York: J. Wiley & Sons, 1986.
    36. W. Stadler, (Ed.) Multicriteria Optimization in Engineering and in the Sceinces. New York: Plenum Press, 1988.
    37. J. Spronk, Interactive Multple-Criteria Goal Programming. Boston: Martinius Nijhoff, 1981.
    38. Gwo-Hshiung Tzeng, Jih-Jeng Huang, Fuzzy Multiple Objective Decision Making. Chapman and Hall/CRC, 2013.
    39. Evangelos Triantaphyllou, Multi-criteria Decisioin Making Methods: A Comparative Study. Springer, 2010.
    40. Ph. Vincke, Multicriteria Decision Aid. J. Wiley and Sons, 1992.
    41. P.L. Yu, Multiple Criteria Decision Making: Concepts, Techniques, and Extensions. New York: Prentice Hall, 1975.
    42. M. Zeleny, Multiple Criteria Decision Making. New York: McGraw-Hill, 1982.

  • Surveys
    1. Y. Chen, D.M. Kilgour, K.W. Hipel, Screening in multicriteria decision analysis. DSS, 45(2), 278-290, 2008.
    2. Y. Chen, K.W. Hipel, D.M. Kilgour, Multiple-criteria sorting using case-based distance models with an application in water resources management. IEEE Trans. on SMC, Part A, 37(5), 680-691, 2007.
    3. Y. Chen, D.M. Kilgour, K.W. Hipel, Multiple criteria classification with an application in water resources planning. Computers & Oper. Fes., 33(11), 3301-3323, 2006.
    4. M. Doumpos, C. Zopounidis, A multicriteria classification approach based on pairwise comparisons. Eur. J. of Operational Res., 158(2), 378-389, 2004.
    5. K. Fraughbaugh, J. Ryan, H. Zullo, L.A. Cox Jr., Heuristics for efficient classification. Annals of Oper. Res., 78, 189-200, 1998.
    6. J.R. Figueira, S. Greco, B. Roy, R. Slowinski, An Overview of ELECTRE Method and Thier Recent Extensions. J. of Multi-Criteria Decision Analysis, 20(1-2), 61-85, 2013.
    7. A.K. Jain, M.N. Murty, P.J. Flynn, Data clustering: a review. ACM Computing Surveys, 31(3), 264-323, 1999.
    8. M.Sh. Levin, A.A. Mikhailov, Fragments of Objects Set Stratification Technology. Preprint, Inst. for System Analysis (Russian Acad. of Sci.), Moscow, 60 pp., 1988 (in Russian).
    9. K. Miettinen, Survey of Mehtods to Visualize Alternatives in Multiple Criteria Decision Making Problems. OR Spectrum, 36(1), 3-37, 2014.
    10. B. Mirkin, I. Muchnik, Combinatorial Optimization in Clustering, in D.-Z. Du, P. Pardalos (Eds.), Handbook of Combinatorial Optimization. Vol. 2, Bostron, Kluwer Academic Publishers, 261-329, 1998.
    11. G.S. Parnell, D.W. Hughes, R.C. Burk, P.J. Driscoll, P.D. Kucik, B.L. Morales, L.R. Nunn, Invited Review - Survey of Value-Focised Thinking: Applications, Research Developments and Areas for Future Research. J. of Multi-Criteria Decision Analysis, 20(1-2), 49-60, 2013.
    12. J. Wallenius, J.S Dyer, P.C. Fishburn, R.E. Steuer, S. Zionts, K. Deb, Multiple Criteria Decision Making, Multiattribute Utility Theory: Recent Accomplishments and What Lies Ahead. Management Science, 54(7), 1336-1349, 2008.
    13. N. Yanev, S. Balev, Combinatorial approach to the classification problem. Eur. J. of Oper. Res. 115(2), 339-350, 1999.
    14. C. Zopounidis, M. Doumpos, Multicriteria classification and soritng methods: A literature review. Eur. J. of Operational Res., 138(2), 229-246, 2002.
    15. C. Zopounidis, Knowledge-based multicriteria decision support. Eur. J. of Operational Res., 195(3), 827-828, 2010.
    16. T.J. Stewart, S. French, J. Rios, Integrating Multicriteria Decision Analysis and Scenario Planning -- Review and Extension. Omega, The Int.. J. of Management Science, 41, 679-688, 2013.

  • Bibliographic Surveys
    1. R.E. Steuer, P. Na, Multiple criteria decision making combined with finance: A conceptual bibliographic study. Eur. J. of Operational Research, 150(3), 496-515, 2003.
    2. H. Maleki, S. Zahir, A Comprehensive Literature Review of the Rank Reversal Phenomenon in the Analytic Hierarchy Process. J. of Multi-Criteria Decision Analysis, 20(3-4), 141-155, 2013.

  • Electronic Preprints
    1. M.Sh. Levin, Composite strategy for multicriteria ranking/sorting (methodological issues, examples). Electronic preprint. 24 pp., Nov. 9, 2012.
    http://arxiv.org/abs/1211.2245 [math.OC]

    2. M.Sh. Levin, Note on evaluation of hierarchical modular systems. Electronic preprint. 15 pp., May 21, 2013.
    http://arxiv.org/abs/1305.4917 [cs.AI]

    3. M.Sh. Levin, Aggregation of composite solutions: strategies, models, examples.
    Electronic preprint. 72 pp., Nov. 29, 2011.
    http://arxiv.org/abs/1111.6983 [cs.SE]


  • PhD Theses
    1. K.-S. Goetzmann, The Power of Compromise. Reference Point Methods and Approximation in Multicriteria Optimization. TU Berlin, Cuvillier Verlag Publisher, 2013.