A data envelopment approach to decision analysis

A decision aid to assist the development of a linear valuation function for multiple attribute problems is proposed, based on a linear programming formulation using a constraint set structured in a similar manner to data envelopment analysis (DEA). Value functions which favour each decision option are calculated, and efficient, potentially optimal, options identified. These are used to help a decision maker progressively to articulate preferences, indicators of his/her values, in an interactive, structurally flexible manner. As preference indications are provided, candidate value functions and hitherto efficient options inconsistent with his/her declarations are eliminated, thus proceeding towards an explicit value function and, if needed a corresponding complete option order.