A neural network approach-decision neural network (DNN) for preference assessment

Abstract

A new neural-network-based approach to assess the preference of a decision-maker (DM) for the multiple objective decision making (MODM) problem is presented in this paper. A new neural network structure with a "twin-topology" is introduced in this approach. We call this neural network a decision neural network (DNN). The characteristics of the DNN are discussed, and the training algorithm for DNN is presented as well. The DNN enables the decision-maker to make pairwise comparisons between different alternatives, and these comparison results are used as learning samples to train the DNN. The DNN is applicable for both accurate and inaccurate comparisons (results are given in approximate values or interval scales). The performance of the DNN is evaluated with several typical forms of utility functions. Results show that DNN is an effective and efficient way for modeling the preference of a decision-maker.