In this note we consider a multicriteria decision problem where the decision maker know the the state of the world but the set of consequences is multidimensional. We suppose that a value function is specified over the attribute of the decision problem and we analyze some classes of non additive...

Expected recourse functions in linear two-stage stochastic programs with mixed-integer second stage are approximated by estimating the underlying probability distribution via empirical measures. Under mild conditions, almost sure uniform convergence of the empirical means to the original...

Expected recourse functions in linear two-stage stochastic programs with mixed-integer second stage are approximated by estimating the underlying probability distribution via empirical measures. Under mild conditions, almost sure uniform convergence of the empirical means to the original...

This paper introduces a new parameter for measuring deterministic preference tradeoffs between pairs of attributes. In terms of this parameter, necessary and sufficient conditions for a value function to be additive are established. When additivity conditions are satisfied, a set of these...