Robustness and Visualization of Decision Models

Robustness analysis and visualization are two of key concepts of multi-criteria decision support. They enable the decision-maker to improve his understanding of both the model and the problem domain. A class of original mathematical optimization based robustness metrics is hence defined in this paper. In addition, several efficient existing techniques that have been successfully used in various ICT projects are presented. They include the stability intervals/regions and the principal components analysis. All approaches are applied to the multi-attribute utility function, and to the PROMETHEE II and ELECTRE TRI methods. Their benefits are discussed and demonstrated on real life cases.