Assessing a set of additive utility functions for multicriteria decision-making, the UTA method

The purpose of the method presented in this paper is to assess additive utility functions which aggregate multiple criteria in a composite criterion, using the information given by a subjective ranking on a set of stimuli or actions (weak-order comparison judgments) and the multicriteria evaluations of these actions. It is an ordinal regression method using linear programming to estimate the parameters of the utility function. Stability and sensitivity analysis leads to the assessment of a set of utility functions by means of post-optimality analysis techniques in linear programming. Finally, a simple illustrative example is presented and some extensions of the method are proposed.