A sensitivity analysis algorithm for hierarchical decision models

doi:10.1016/j.ejor.2006.12.029

A sensitivity analysis algorithm for hierarchical decision models

2008-02-01

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DOI：10.1016/j.ejor.2006.12.029

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In this paper, a comprehensive algorithm is developed to analyze the sensitivity of hierarchical decision models (HDM), including the analytic hierarchy process and its variants, to single and multiple changes in the local contribution matrices at any level of the decision hierarchy. The algorithm is applicable to all HDM that use an additive function to derive the overall contribution vector. It is independent of pairwise comparison scales, judgment quantification techniques and group opinion combining methods. The allowable rangelregion of perturbations, contribution tolerance, operating point sensitivity coefficient, total sensitivity coefficient and the most critical decision element at a certain level are identified in the HDM SA algorithm. An example is given to demonstrate the application of the algorithm and show that HDM SA can reveal information more significant and useful than simply knowing the rank order of the decision alternatives. (c) 2007 Elsevier B.V. All rights reserved.

Keywords:

robustness and sensitivity analysis

multiple criteria analysis

decision analysis

A sensitivity analysis algorithm for hierarchical decision models

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