AAAI Publications, The Twenty-Sixth International FLAIRS Conference

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Sensitivity Analysis in Portfolio Interval Decision Analysis
Tobias Fasth, Aron Larsson

Last modified: 2013-05-19


Techniques enabling decision makers to identify a set of non-mutually exclusive projects (or alternatives) constituting a portfolio, while allowing for imprecise information with respect to projects' benefits, costs, and overall resource constraints, have emerged as an area of great applicability. To reach applicability, reasonable and computationally meaningful decision evaluation methods are needed. In this paper, we propose an embedded form of sensitivity analysis for portfolio interval decision analysis building upon the concept of interval contraction. Both a priori sensitivity analysis and a posteriori sensitivity analysis for portfolio interval decision analysis are supported by the approach.


Portfolio Decision Analysis; Sensitivity Analysis; Multi-Criteria Decision Analysis; Imprecise Information

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