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・ Stochastic Eulerian Lagrangian method
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Stochastic multicriteria acceptability analysis
・ Stochastic neural analog reinforcement calculator
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・ Stochastic Processes and their Applications


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Stochastic multicriteria acceptability analysis : ウィキペディア英語版
Stochastic multicriteria acceptability analysis
Stochastic Multicriteria Acceptability Analysis (SMAA) is a multiple-criteria decision analysis method for problems with incomplete information. This means that criteria and preference information can be uncertain, inaccurate or partially missing. Incomplete information is represented in SMAA using suitable probability distributions. The method is based on stochastic simulation by drawing random values for criteria measurements and weights from their corresponding distributions. 〔Lahdelma R., Salminen P. (2001). SMAA-2: Stochastic Multicriteria Acceptability Analysis for Group Decision Making. Operations Research 49(3):444-454.
http://dx.doi.org/10.1287/opre.49.3.444.11220〕
SMAA can handle mixed cardinal and ordinal information. Ordinal information is treated by a special joint distribution that preserves the ordinal information. 〔Sousa R., Yevseyeva I., Pinto da Costa J.F., Cardoso J.S. (2013).
Multicriteria models for learning ordinal data: A literature review. In Yang X.S. Artificial Intelligence, Evolutionary Computing and Metaheuristics: In the Footsteps of Alan Turing. Studies in Computational Intelligence 427, Springer.〕
A survey on different variants and applications of SMAA can be found in〔Tervonen T., Figueira J. (2008) A survey on stochastic multicriteria acceptability analysis methods. Journal of Multi-Criteria Decision Analysis 15(1-2):1-14. http://dx.doi.org/10.1002/mcda.407〕
Open source implementations of SMAA can be found in〔http://smaa.fi/〕
==References==

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