Identifying an interval UTA model handling highly probable preferences between alternatives estimated by stochastic multicriteria acceptability analysis

Abstract

As multicriteria decision aid, ordinal regressions such as the conventional UTA and UTA-GMS methods were proposed. Interval UTA method has been proposed as an intermediate model between them. By applying Stochastic Multicriteria Acceptability Analysis (SMAA) which estimates probabilities of holding preferences between alternatives by generating many additive utility functions compatible to the preference information given by the decision maker, we observed that the preference relation estimated by interval utility function model identified by interval UTA is totally different from the preference proba- bilities for a certain number of alternative pairs. In this paper, modifying the evaluation function used for model estimation in interval UTA, we improve the identification method of interval utility function model so that preference evaluations by interval UTA and SMAA become similar.