Stochastic dominance in multicriterion analysis under risk

Traditionally, in the literature on the modelling of decision aids one notes the propensity to treat expected utility models and outranking relation models as rivals. It may be possible, however, to benefit from the use of both approaches in a risky decision context. Stochastic dominance conditions can be used to establish, for each criterion, the preferences of a decision maker and to characterise them by a concave or convex utility function.Two levels of complexity in preference elicitation, designated as clear and unclear, are distinguished. Only in the case of unclear preferences is it potentially interesting to attempt to estimate the value function of the decision maker, thus obtaining his (her) preferences with a reduced number of questions. The number of questions that must be asked of the decision maker depends upon the level of the concordance threshold that he(she) requires in the construction of the outranking relations using the ELECTRE method.     

Sharing beliefs and the absence of betting in the Choquet expected utility model

Choquet expected utility maximizers tend to behave in a more “cautious” way than Bayesian agents, i. e. expected utility maximizers. We illustrate this phenomenon in the particular case of betting behavior. Specifically, consider agents who are Choquet expected utility maximizers. Then, if the economy is large, Pareto optimal allocations provide full insurance if and only if the agents share at least on prior, i. e., if the intersection of the core of the capacities representing their beliefs is non empty. In the expected utility case, this is true only if they have a common prior. Received: July 2000; revised version: May 2001     

Non-parametric estimation of the long-range dependence exponent for Gaussian processes

We consider a class of long-range-dependent Gaussian processes defined in a semiparametric framework. We propose a new estimator of the long-range dependence parameter, based on the integration of the periodogram in two windows. We show that it is asymptotically Gaussian and calculate the rate of convergence. We optimise parameters defining the window function for the minimum mean-square-error criterion. In a Monte-Carlo study, we compare the proposed estimator with previously studied estimators.     

Tribute to Jean-Yves Jaffray

Tribute to Jean-Yves Jaffray by the French Group of Decision Theory.     

A mixed method study of propensity for participatory evaluation

One way to increase the use of evaluation results is practical participatory evaluation (PPE), which enables non-evaluator participants to join the evaluation process in a participatory mode. We examined the propensity for PPE of health professionals by focusing on four components: learning, working in groups, using judgment and using systematic methods. We interviewed the professionals at a Haitian health institution to determine their positioning on a scale of propensity (low, medium and high) for the four components. The professionals defined each component in relation to the energy puts into them, being more or less proactive. Facilitating elements for all three levels of propensity integration included past positive experiences, external pressure and a desire for better individual and organizational performance. Impeding factors included a lack of available resources perceived responsibilities and commitments toward private patients. The reported advantages included improved organizational performance and idea sharing, and the disadvantages included availability of, difficulty implementing solutions and altered human relationships.     

Evaluation of quality in social care: aplus program

France is not advanced regarding evaluation in social work, despite a law established in January 2002 making evaluation a legal obligation every 5 years. This article presents a software program to help social services evaluate on both individual and group levels. Automatic dashboard results of the program with special emphasis on the main qualities social work would usually present reciprocity and social competence, client ability development, and social care treatment components. The last point is an automatic selection of most efficient treatment components of ability development.