A new cost function to solve multi-attribute decision making problems with non separable attributes

The authors deal with multiattribute decision problems, assuming the existence of a utility/cost function, and the possibility of preferentially nonindependent attributes. The aim is to identify a cost fuction, whose structure satisfies the following three basic assumptions: (a) it should allow a certain degree of preferential independence among the attributes; (b) its identification should be through the use of an efficient algorithm; and (c) it should reflect the decision maker's behavior. An algorithm to determine the optimal cost function, when this function is positive semi-definitive quadratic or multilinear Hessian, is discussed.