Agile Multicriteria Decision Analysis considering Interaction

An agile system of multiple criteria decision analysis is proposed here. Its main component avoids the collection of field direct information about the importance of the criteria and of the interaction between criteria. This is replaced by a derivation of Choquet capacities to the sets of criteria from the preferences they assign to the alternatives evaluated. This indirect derivation is made possible by a rule to assess importance and interaction based on a principle of preference concentration. The agile applicability of the system is enhanced by the admission of the sampling of initial assessments by pairwise trichotomic comparisons. This possibility reduces the need to precisely measure distances and the care about transitivity. Finally, an ordering of the decision rules based on the facility of explanation of their results provides agility for the final step of the decision. An example of application of the system is given by the study of a case of supplier evaluation.