Imprecise Swing Weighting for MultiAttribute Utility Elicitation Based on Partial Preferences
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Proceedings of the Tenth International Symposium on Imprecise Probability: Theories and Applications, PMLR 62:333345, 2017.
Abstract
We describe a novel approach to multiattribute utility elicitation which is both general enough to cover a wide range of problems, whilst at the same time simple enough to admit reasonably straightforward calculations. We allow both utilities and probabilities to be only partially specified, through bounding. We still assume marginal utilities to be precise. We derive necessary and sufficient conditions under which our elicitation procedure is consistent. As a special case, we obtain an imprecise generalization of the well known swing weighting method for eliciting multiattribute utility functions. An example from ecological risk assessment demonstrates our method.
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