SRA-E Lisbon 2017

This paper presents a new method for multiple criteria ordinal classification (sorting) problems. This type of problem requires that the different classes or categories be pre-defined and ordered, from the best to the worst or from the worst to the best. A set of actions (not necessarily known a priori) is assigned to the different and ordered classes. Several ELECTRE type methods were designed to deal with such a problem. However, no one proposes to characterize the categories through a set of limiting profiles. This is the novelty of the current method, which may be considered as an extension of ELECTRE TRI-B. It fulfills a set of structural requirements: uniqueness of the assignments, independence, monotonicity, homogeneity, conformity, and stability with respect to merging and splitting operations. All these features will be presented in the current paper as well as a case study in risk management.