78 IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT, VOL. 63, NO.
1, FEBRUARY 2016
A Stochastic ANP-GCE Approach for Vulnerability
Assessment in the Water Supply System
With Uncertainties
Chong Zhang, Xiao Liu, Jian-Gang Jin, and Yuan Liu
Abstract—Water supply systems around the world are becoming
increasingly vulnerable as a consequence of rising climate insta-
bility and the systems’ intrinsic complexity. Assessing the vulner-
ability of such systems is the primary and fundamental step for
mitigating the negative impacts of environmental incidents. There
are two main challenges in this context. First, since water supply
systems are coupled with human-environment systems, the cor-
responding vulnerability assessment requires consideration of a
host of multidimensional criteria in terms of the structures and
management. Second, due to the uncertain and dynamic nature
of environmental incidents, available information is not sufficient
for experts to make accurate real-time judgments for the weights
of criteria. To the best of our knowledge, few weight calculation
approaches are able to deal with both uncertainties and subjec-
tivities of experts’ judgments under varied scenarios of the inci-
dent. These problems are solved by developing new assessment
approaches consisting of four steps: 1) developing an analytical
network process (ANP) criteria framework; 2) proposing a weight
calculation approach by integrating game cross evaluation with
stochastic ANP based on the proposed criteria framework; 3) cal-
culating the weighted vulnerability values, rating and visualizing
the vulnerability grades accordingly; and 4) performing assess-
ment simulations and sensitivity analysis for possible scenarios. A
case study of the Shanghai water supply system demonstrates the
effectiveness of the proposed approaches, which provides guides
for improvement of system performances based on the trends of
variations in the vulnerability grades and the dominating criterion
identified for each component.
Index Terms—Game cross evaluation (GCE), scenario based,
stochastic analytical network process (ANP), uncertainty, vulner-
ability assessment.
Manuscript received December 22, 2014; revised May 10, 2015 and October
1, 2015; accepted November 13, 2015. Date of publication December 10, 2015;
date of current version January 18, 2016. This work was supported in part by
the National Research Foundation Singapore under its Campus for Research
Excellence and Technological Enterprise and Research Foundation of China
under Grant 14ZDB152 and Grant 91024013. Review of this manuscript was
arranged by Department Editor B. Jiang.
C. Zhang is with the Department of Industry Engineering, Shanghai Jiao Tong
University, Shanghai 200240, China (e-mail: jennyzhang919@gmail.com).
X. Liu is with the Department of Industry Engineering, Shanghai Jiao Tong
University, Shanghai 200240, China, and also with the Department of Industrial
and Systems Engineering, National University of Singapore, 119077 Singapore
(e-mail: x_liu@sjtu.edu.cn).
J.-G. Jin is with the School of Naval Architecture, Ocean, and Civil Engineer-
ing, and the State Key Laboratory of Ocean Engineering, Shanghai Jiao Tong
University, Shanghai 200240, China (e-mail: jiangang.jin@sjtu.edu.cn).
Y. Liu is with the Department of Electrical and Computer Engineer-
ing, University of Alberta, Edmonton, AB T6G 2R3, Canada (e-mail:
yuan17@ualberta.ca).
Color versions of one or more of the figures in this paper are available online
at http://ieeexplore.ieee.org.
Digital Object Identifier 10.1109/TEM.2015.2501651
0018-9391 © 2015 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.
See http://www.ieee.org/publications standards/publications/rights/index.html for more information.
NOMENCLATURE
r Index of components under assessment, r ∈ R.
k Index of experts, k ∈ K.
n Index of criteria, n ∈ N .
ξ Index of scenarios, ξ ∈ ψ.
dr n (ξ) Performance value of component r when it is evaluated
in terms of criterion n under scenario ξ. The perfor-
mance vector of component r in terms of all criteria is
represented as dr (ξ) = [dr 1 (ξ), dr 2 (ξ), . . . , dr N (ξ)].
wr n (ξ) Weight of component r in terms of  criterion n under
scenario ξ, where wr n (ξ) ∈ [0, 1], n ∈N wr n (ξ) =
1. The weight vector concerning all criteria is denoted
as wr (ξ) = [wr 1 (ξ), . . . , wr N (ξ)].
Vr (ξ) Vulnerability value of component r under scenario ξ.
I. INTRODUCTION
ULNERABILITYis the degree to which a system, sub-
V system, or system component is likely to experience harm
due to exposure to a hazard [1]. As a result of resource de-
pletion, climate change and ever-growing demands for water
in recent years, several cities such as Shanghai and Singapore
have become increasingly vulnerable with regard to ensuring
high-quality water supplies. For example, in Shanghai, algae
blooms and salt tides have become unusually common; thus,
putting the quality of water supplied to some fourteen million
residents at great risk. The same is true for Singapore where
water supply is highly vulnerable because of its heavy reliance
on water imports from neighboring countries [2], [3]. Vulnera-
bility assessment is the process of identifying, quantifying, and
prioritizing (or ranking) the vulnerabilities in a system. It is gen-
erally acknowledged that an effective vulnerability assessment
is critical in providing guidance for the preincident prevention
and improving the safety of systems [4]–[6].
Vulnerability assessment points to two main challenges.
First, since water supply systems are coupled with human-
environment systems, a host of multidimensional criteria should
be taken into account when assessing the vulnerability of such
systems (i.e., demographical, economic, environmental, and so-
cial cultural, etc.), which constructs a complex criteria network
with different weight values. Second, in view of the uncertain
and dynamic natures of such a complex system, different ex-
perts may give their own judgments based on their expertize,
which makes it difficult gathering the experts’ options in order to
make accurate real-time judgments with respect to the weights
of assessment criteria. To the best of our knowledge, current
ZHANG et al.: STOCHASTIC ANP-GCE APPROACH FOR VULNERABILITY ASSESSMENT IN THE WATER SUPPLY SYSTEM
weight calculation approaches are not able to resolve the uncer-
tainties and subjectivities associated with experts’ judgments
under different incident scenarios (i.e., different intensities of
emergencies arising under time-varying conditions). Therefore,
more attention should be paid to improve the objectivity, dynam-
ics, and credibility of current weight calculation approaches in
vulnerability assessment. Aiming at addressing the above chal-
lenges, this study develops new approaches for the dynamic
multicriteria vulnerability assessment under different scenarios,
including the formulation of criteria framework, determination
of criteria weights, dynamic rating, visualization, and sensitiv-
ity analysis. Among these processes, the most important is that
a stochastic weight determination approach, namely stochastic
analytical network process-game cross evaluation (ANP-GCE),
is proposed to improve the deviations arising from the uncer-
tainties and inconsistencies of subjective preferences.
The main contributions of the proposed approaches are sum-
marized as follows.
1) An ANP-based criteria framework is constructed to in-
tegrate the multidimensional interdependent criteria for
vulnerability assessment.
2) A stochastic dynamic multicriteria weight determination
approach is proposed by combining the stochastic ANP
with GCE approach, which is able to improve the devia-
tions of results caused by the uncertainties and subjectiv-
ities of experts’ judgments.
3) Dynamic assessment simulations and sensitivity analysis
are performed to reveal how the vulnerability grade of
each component varies across scenarios, which fills in the
gap of dynamic vulnerability assessment.
The remainder of this paper is organized as follows. Section II
briefly reviews relevant literature. Section III presents the ANP-
based criteria framework. Based on the framework, an integrated
weight calculation approach, namely stochastic ANP-GCE, is
introduced in Section IV. Section V describes the scenario-based
vulnerability assessment process and the associated sensitivity
analysis approach. Section VI presents a case study and the
related findings. Finally, Section VII concludes the paper and
suggests some directions for the future research.
II. LITERATURE REVIEW
To assess vulnerability, we summarize the existing ap-
proaches into three streams, which are network modeling,
probabilistic analysis, and multiple-criteria decision-making
(MCDM) approaches.
The first stream is network modeling, which models the in-
frastructure systems by networks, and measures the system vul-
nerability by the efficiency of disrupted network or loss. This
method has been successfully applied for analyzing the inter-
dependencies and cascading failures of large-scale networks
(i.e., power, transportation systems, etc.) [7], [8]. Although the
approach can be widely applied to physical and organizational
dimensions involved in vulnerability criteria, it hardly deals with
the social and cultural dimensions.
The second stream is probabilistic analysis (e.g., Bayesian
network, Markov Chain analysis, and Petri Net, etc.), which has
79
been used to predict the impacts of observed stochastic events in
natural disasters. However, most of these approaches encounter
insufficient historical data (such as the probabilities and magni-
tudes of incidents/disasters) in real-world applications [9]–[12].
The third stream is MCDM approaches, which have been
proposed over the last decades. The most popular MCDM ap-
proaches include weighted sum model (WSM), analytic hier-
archy process (AHP), ANP, technique for order of preference
by similarity to ideal solution (TOPSIS), and elimination and
choice expressing reality (ELECTRE) [13]. Among these ap-
proaches, both AHP [14] and ANP [15] have been applied to
the selection of alternatives; TOPSIS and ELECTRE have been
used for the ranking of alternatives [13]; and WSM [16], [17]
has been most commonly applied for the evaluation and classi-
fication of alternatives, which is flexible in dealing with uncer-
tainties and dynamic situations in vulnerability assessment.
In MCDM approaches, the determination of criteria weights
deserves more attention as it significantly affects the evalua-
tion results. Existing weight determination approaches could be
classified into two main groups, namely subjective approaches
and objective approaches. The subjective approaches derive cri-
teria weights from experts’ judgments, among which the most
widely used two approaches are AHP and ANP by Saaty [14],
[15]. In the traditional AHP/ANP, experts are requested to make
linguistic pairwise comparisons for each pair of criteria of how
many times one criterion is better or worse than the other one by
selecting a numerical scale from “1–9” or “1/9–1” [14]. How-
ever, in many cases, the experts could not provide an exact num-
ber for the relative importance of one criterion over another due
to the uncertainties. As a result, Saaty et al. have extended their
work to interval AHP/ANP [18], [19], fuzzy AHP/ANP [20]–
[22], stochastic AHP/ANP [23]–[25], and dynamic AHP/ANP
[26], [27]. It is obvious that such approach could only provide
an interval weight estimate rather than an exact point estimate.
Fuzzy AHP/ANP approach describes uncertain comparison ra-
tios by triangular membership functions. The earliest work in
fuzzy AHP appeared in Van Laarhoven and Pedrycz [20], and
afterward, both Salo [21] and Leung and Cao [22] have tackled
the issue of consistency in fuzzy comparison matrix. Although
fuzzy AHP/ANP is easier to perform, there are two main types
of criticism.
1) It is hard to get the fuzzy sets when there is not enough
historical data.
2) It is difficult to address the issue of consistency in fuzzy
comparison matrix.
Nevertheless, stochastic AHP/ANP assumes that the im-
precise comparison ratios follow a probability distribution,
where the assumption is more reasonable and flexible com-
pared with the above two approaches (interval AHP/ANP and
fuzzy AHP/ANP) in real applications [23]. Though extensive
research has been proposed, two problems need to be solved in
stochastic AHP/ANP.
1) These stochastic AHP/ANP models need to explore the
use of other methodologies like linear programming and
simulation to calculate the final weights. However, the ex-
isting research either minimizes the consistency ratio us-
ing a nonlinear programming, which may lead to a result
80 IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT, VOL. 63, NO. 1, FEBRUARY 2016

deviated from subjective judgments [24], or maximizes IV. WEIGHT CALCULATION APPROACH FOR
the preferences of the experts, despite of their inconsis- VULNERABILITY ASSESSMENT
tency [25]. Based on the construction of criteria framework in Section
2) To the best of our knowledge, most of the literature uti-
III, an integrated weight calculation approach is developed,
lize a single distribution in their work, regardless of the
namely stochastic ANP-GCE, to cope with the uncertain pair-
situation that experts tends to have different types of com- wise comparisons, and the inconsistent subjective preferences
parisons.
of experts in the vulnerability assessment to improve traditional
The three approaches mentioned above are static, but situ-
ANP. Fig. 2 presents an overview of the proposed approach, and
ations in real cases may vary over time. To make reasonable the detailed steps of the proposed approach will be presented in
decisions, several researchers proposed dynamic AHP/ANP.
Sections IV-A and IV-B.
Satty [26] concluded three ways to deal with dynamic deci-
sions: changing the overall AHP structure at each time, altering
the paired comparison rate at each time, and using functions A. Steps of Stochastic ANP Approach
for paired comparisons. Moreover, Benitez et al. [27] proposed We first define the variables used in the weight calculation
a framework that allows users to provide partial or incomplete approach.
preference data at multiple times. Although these methods have Based on the WSM, the weighted vulnerability value of each
limitations in dealing with the dynamic problem, their work component r is expressed as (1), and steps of the stochastic
significantly enlightened us on solving the dynamic problem ANP-GCE approach are illustrated as follows:
of stochastic AHP/ANP. Regarding the objective approaches,
weights are derived through mathematical models, such as the Vr (ξ) = dr (ξ) · wr (ξ)T . (1)
maximum entropy approach [28], data envelope analysis (DEA)
Step 1: Make stochastic pairwise comparisons: In stochastic
[29], modified DEA such as fuzzy DEA and DEA game cross ef-
ANP, define aij as the stochastic pairwise comparison ratio
ficiency model [30], [31], and maximum alternatives’ deviation
when comparing criterion i with j, where i = j, i, j ∈ N . In
approach [32], etc. The advantage of these objective approaches
the group-decision environment, aij is obtained by integrating
is that none of them relies on the opinions of experts, which
the judgments of all experts k ∈ K, where the judgment of each
avoids the subjective effects on the results. However, as these
k is denoted as aij k . Differ from the traditional ANP, experts are
approaches fully depend on the structure of data and are totally
requested to give an interval of the relative importance due to
out of artificial intervention, the results may contradict with the
the dynamic environment and uncertain information, by giving
actual situations.
three numbers of minimum, best possibility, maximum, denoted
To address the above gaps, in this study, a vulnerabil-
as aij k , ãij k , āij k respectively.
ity assessment approach with dynamic weights is proposed
Given aij k , ãij k , āij k , we assume that aij k is a random vari-
considering the dynamic nature of environmental incidents. The
able that takes a set of possible values following a specific
proposed approach is able to eliminate static assessment limita-
probability distribution function (PDF), f (aij k ). To determine
tion and cope with subjectivities and uncertainties from the ex-
f (aij k ), we assume that the interval [akij , ākij ] is the 1 − αk
perts’ judgments by integrating a game theory-based approach
confidence interval of the probability distribution, where αk
GCE (which is proposed based on the game cross efficiency
is the significance level for the judgment of expert k. If his-
model) into stochastic ANP.
torical data or the experience of expert k is sufficient enough
to determine the type of probability distribution (e.g., normal,
beta, etc.), then f (aij k ) is determined by the data driven esti-
III. CRITERIA FRAMEWORK FOR VULNERABILITY ASSESSMENT mation method; otherwise, f (aij k ) is determined by requesting
for experts’ opinions. Note that the significance interval of each
In this section, we first select the assessment criteria and iden-
expert k is chosen based on the reliability and credibility of
tify the relationships among them from the related human-social
the expert. In real cases, we classify the experts to three levels,
environment systems, then an ANP-based criteria framework is
which are authoritative, highly credible, and medium credible
developed, as shown in Fig. 1.
based on their credibility and professionalism in their field, then
In the framework, the first layer represents the goal of the
the significance level of each expert is determined accordingly.
vulnerability assessment, and the second layer consists of three
In the context of group-decision making, f (aij ) is defined as
determinates including exposure, susceptibility, and coping ca-
an distribution integrated by f (aij k ) for all k ∈ K, and given
pacity according to the internal and external origins of vul-
by a weighted sum of f (aij k )
nerability [33]–[36]. In the third layer, criteria is selected for
each determinant on the basis of six clusters related to the 
f (aij ) = uk f (aij k ) ∀i, j ∈ N, i = j (2)
human-social-environment systems: demographical, organiza-
k ∈K
tional, environmental, economic, system of infrastructures, and
social cultural, namely DO-E2 S2 . The number of criteria in each where uk represents the weight of expert k. A nonlinear pro-
cluster is selected by experts according to the real-time cases, gramming model is proposed to obtain uk , and the detailed in-
where interdependencies exist between criteria not only in dif- formation of this aggregation method is presented in Appendix
ferent layers but also within the same layer. A. The structure of the distributed pairwise matrix is shown as
ZHANG et al.: STOCHASTIC ANP-GCE APPROACH FOR VULNERABILITY ASSESSMENT IN THE WATER SUPPLY SYSTEM 81

Fig. 1. DO-E2 S2 criteria framework for vulnerability assessment.

Fig. 2. Process of the stochastic ANP-GCE approach.

follows: âij is a random value generated according to f (aij )

⎡ ⎤
⎡ ⎤ 1 â12 · · · â1N
1 f (a12 ) ··· f (a1N ) ⎢ ⎥
⎢ â21 1 · · · â2N ⎥
⎢ ⎥  ⎢ ⎥
⎢ 1/f (1a12 ) 1 ··· f (a2N ) ⎥ A = ⎢. .. .. ⎥ . (4)
⎢ ⎥ ⎢ ..
A=⎢ .. .. .. ⎥. (3) ⎣ . âij . ⎥
⎦
⎢ ⎥
⎣ . . f (aij ) . ⎦ âN 1 âN 2 · · · 1
1/f (a1N ) 1/f (a2N ) ··· 1
In order to assure the effectiveness of the sample set, we calcu-
late the compatibility rates for each sample matrix and abandon
Step 2: Generate samples based on the stochastic pairwise those unable to pass the inconsistency test. The compatibility
matrices: Considering the difficulty of calculating weights for rates is calculated by the Saaty’s approach and it should be
stochastic pairwise comparisons in ANP, Monte–Carlo method smaller than 0.1 [15]. Note that the optimal sample size for the
is employed to simulate the stochastic pairwise comparisons. A Monte-Carlo simulation, denoted as ns , is calculated based on
sample set is generated according to the aggregated comparison the desired accuracy of the resulting estimates. According to
matrix and then it is used to simulate the ANP results. The the central limit theorem, for each stochastic variable, we have
structure of a sample in terms of matrix A is shown as A , where / n s ≤ z) → Φ(z). To guarantee P (μ̂ − μ̄ ≤ ε) = Φ(z)
P ( σμ̂−μ̄
√
82 IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT, VOL. 63, NO. 1, FEBRUARY 2016

for each stochastic variable, we have Let t be the iteration index, and start from t = 1. At this

−1 2 iteration, we obtain an optimal weight vector vector wr∗n (ξ)
ns ≥ max
Φ (z)σij
(5) for each component r, where wr∗n (ξ) = [wr∗1 (ξ), . . . , wr∗N (ξ)].
i,j ∈N ε To enhance the fairness of the assessment, we calculate the
cross vulnerability value for any component r (r ∈ R) using
where σij is the standard deviation of distribution f (aij ). Thus,
the optimal weight vector of other components, wr∗n (ξ) (r ∈
the sample size is dependent on the acceptable level of ε and
R). This cross evaluation value of r using wr∗n (ξ)(∀r ∈ R) is
Φ(z).
defined as Er r  (ξ), which is determined as
Step 3: Calculate the weights for all samples by ANP and ag- 
gregate the results: For each sample, we use the traditional ANP Er r  (ξ) = wr∗n (ξ)dr  n (ξ) ∀r, r ∈ R. (10)
to determine the criteria weights. Then, based on the statistical n ∈N
analysis of the weights in all samples, we could determine an
confidence interval for the weight in terms of criterion n, which Next, Ēr  (ξ), the average of Er r  (ξ) concerning all alternative
is suitable for all components, as shown in r is calculated as

wr n ∈ [wn (ξ), w̄n (ξ)] ∀r ∈ R, n ∈ N. (6) 1 

The obtained interval [wn (ξ), w̄n (ξ)] is a 1 − β confidence
interval of the statistical results where β is the significance level
of the samples determined by experts. The intervals are used as
constraints for wr n in the following GCE approach.
B. Steps of the GCE Approach
In this section, to decrease the deviations caused by the un-
certainties and subjectivities of stochastic ANP approach, the
GCE approach is proposed to determine the weights specific
Ēr  (ξ) = Er r  (ξ) ∀r ∈ R (11)
|R|
r ∈R
where |R| denotes the number of components in set R.
Now let θrt  (ξ) be an average GCE value of component r at
iteration t, and the initial value takes θ1 r  (ξ) = Ēr  (ξ)(∀r ∈
R). Then, we suppose that in a game sense, one component r is
given an evaluation value θrt  (ξ), and another component r could
maximize its own evaluation value only under the constraint that
θrt  (ξ) cannot be decreased. Based on this manner, a new model
named the GCE model is proposed in step 5.


to each component based on the work of Liang et al. [31]. By Step 5: Iterate the GCE: Define wrr n (ξ) as the weight of r
integrating the GCE approach into stochastic ANP, the Nash under scenario ξ in terms of criterion n subject to the condition
Equilibrium assessment results are obtained, which offers the that it will not deteriorate the currently average GCE value of
best suggestions for city mangers with regard to the protection component r , θrt  (ξ). Then, the GCE model is shown as
resource allocation among these vulnerable alternatives. The  
proof of the Nash equilibrium solution is stated in Appendix B. Max wrr n (ξ)dr n (12)
The detailed steps include step 4, step 5, and step 6. n ∈N
Step 4: Propose and solve the basic weight calculation model:  

By GCE approach, we could obtain a final weight vector specific s.t. wrr n (ξ) = 1 (13)
n ∈N
for each component, and the weight of component r in terms
 
of criterion n is denoted as wr n (ξ). For each component r, we wrr n (ξ)dr  n (ξ) ≥ θrt  (ξ) (14)
propose a linear model to calculate wr n (ξ)(∀n ∈ N ) under the n ∈N
constraint of weight interval calculated by the stochastic ANP 

approach wrr n (ξ) ∈ [wn (ξ), w̄n (ξ)] ∀n ∈ N. (15)

 Similar to model (7)–(9), the objective function (12) max-
Max wr n (ξ)dr n (7) imizes the evaluation value of component r, constraint (13)
n ∈N
 guarantees the weights of all criteria sum up to 1, and constraint
s.t. wr n (ξ) = 1 (8) (15) defines the lower and upper bounds of the weights. Differ
n ∈N from the model (7)–(9), constraint (14) is added to the model to
guarantee the updated criteria weights of component r do not
wr n ∈ [wn (ξ), w̄n (ξ)] ∀n ∈ N. (9)
impair do not impair the average GCE value of r .
In the GCE approach, all components under assessment are For each component r, the new model is solved for |R| times,
viewed as competitors and the allocation of protection resources once for each r ∈ R. Then, update θrt (ξ) by
is positively related to the vulnerability values. To secure more
protection resources, each component under assessment takes 1   r ∗ t
θrt+1 (ξ) = wr n (θr  (ξ))dr n (ξ) ∀r ∈ R (16)
a noncooperative stance in an attempt to maximize its worst |R| 
r ∈R n ∈N
possible vulnerability value. Thus, objective function (7) max-

imizes the vulnerability value of each component r, constraint where wrr n∗ (θrt  (ξ)) represents the optimal value of model (12)–
(8) guarantees that the weights of all criteria sum up to 1, while (15).
constraint (9) defines the lower and upper bounds of the weights Step 6: Determine the end condition and optimal solution:
determined by stochastic ANP. Let t = t + 1 and denote ε as an expected small positive value.
ZHANG et al.: STOCHASTIC ANP-GCE APPROACH FOR VULNERABILITY ASSESSMENT IN THE WATER SUPPLY SYSTEM 83

 t 
 
 t θr (ξ) −t−1
If  ≥ ε for any r, return to step 5; else if
θrt−1 (ξ)
θr (ξ) − θr (ξ) ≺ ε for all r, it indicates that the result has
converged, then stop the iteration. θrt (ξ) is the final Nash Equi-
librium vulnerability value of component r, which means that
component r can receive no increment on the vulnerability value
from changing its criteria weights if the criteria weights of other
components remain constant. The criteria weights of r is repre-
sented as
1  r  ∗ t−1
wr∗n (ξ) = wr n (θr  (ξ)) ∀r ∈ R, ∀n ∈ N. (17)
|R| 
r ∈R
V. SCENARIO-BASED VULNERABILITY ASSESSMENT
A. Calculation of Weights under Different Scenarios
In view of the dynamic natures of incidents, vulnerability
assessment is performed under all potential disaster scenarios.
It is difficult for experts to calculate the criteria weights un-
der all scenarios using stochastic ANP-GCE. Therefore, while
determining the scenario-based weights, some relationships be-
tween the criteria weights and the varied scenarios are defined
in accordance with the real cases.
Define the variance between two scenarios as Δ, and define
the corresponding variance of weight of component r in terms
of criterion n as wr n (Δ). By the previous stochastic ANP-GCE
approach, we have obtained the optimal weight vector for each
component under scenario ξ, denoted as wr∗ (ξ). Then, for any
possible scenario ξ  = ξ + Δ(ξ  ∈ ψ), we have
wr n (ξ  ) = wr∗n (ξ) + wr n (Δ). (18)
After normalization for all criteria weights, we obtain the
final weight vector wr∗n (ξ  ) under scenario ξ  .
B. Ranking and Visualization of Vulnerability
By the previous processes, we have obtained the vulnerabil-
ity value for each component under assessment, in this section,
to make the assessment results more intuitively understand-
able, and all components under assessment are classified into
specific numbers of grades. The classification should be per-
formed according to the relative vulnerability values rather than
the absolute values, so that the decision makers could obtain
the relative vulnerability grade of each component to support
the subsequent resource allocation and decision making. To
realize such classification from the perspective of relative vul-
M1 
nerability, the K-means clustering method is employed mainly
for the reason that this method is flexible enough to separate
alternatives into any number of grades, while ensuring that the
alternatives in the same scale share the highest possible simi-
larities. For example, all components under assessment might
be classified into one of four grades (1 = not vulnerable, 2 =
low level, 3 = medium level, 4 = high level) according to the
general used standard of risk classification, as shown in Fig. 3.
Furthermore, the rankings and the variations of the vulnerabil-

ity grades across different scenarios are visualized by Software
ArcGIS for all components under assessment.
Fig. 3. Ranking and visualization of vulnerability.
C. Sensitivity Analysis of Vulnerability
To improve the performance of each component under assess-
ment, a sensitivity analysis is performed to find the criterion that
is most influential to the vulnerability variability of this compo-
nent. Define the fractional contribution of a given criterion wn
to the variance of the vulnerability rank of one component as
the sensitivity index, denoted as Sn . Criterion with the highest
sensitivity index has the greatest impact on the corresponding
variability of vulnerability value. In this study, to deal with the
nonlinear and nonmonotonic ranking process, the global sensi-
tivity analysis method proposed by Sobol [37], [38] was selected
to perform the sensitivity analysis.
In the vulnerability assessment process, define function f (·)
as the proposed ranking process, then the vulnerability rank Y
of one component is described as
Y = f (w1 , w2 . . . , wN ) . (19)
According to Sobol’s sensitivity analysis method, the sensi-
tivity index Sn could be estimated by
Vn (Y )
Sn = (20)
V (Y )
where V (Y ) represents the total variance of vulnerability rank
Y under the changes of weights of all criteria, and Vn (Y ) rep-
resents the variance of Y when wn changes alone. To deal with
the nonlinear ranking process, Sobol’s quasi-random sampling
method is selected to estimate V (Y ) and Vn (Y ). The first step
is to generate two independent samples M1 and M2 , both of
which are M × N matrices, where M is the sample size and
N is the number of criteria. The sample size M is determined
based on the central limit theorem, as the same way in step 2
(see Section IV-A).
To obtain Sn , first we need to estimate the values of Vn (Y )
and V (Y ), respectively, then Sn is calculated by (20). Let’s
first estimate the value of V (Y ). To estimate V (Y ), we should
estimate the expectation value of Y first, denoted as f0 . Define
WmM 1 and WmM 2 as the mth sample of M1 and M2 , respectively,
then the estimation value of the square of f0 , denoted as fˆ02 ,
could be estimated using
1 
M
fˆ02 = f Wm · f (WmM 2 ). (21)
M m =1
V (Y ) is estimated using the Monte–Carlo integral. To im-
proves the accuracy and stability of the integral, V (Y ) is esti-
mated using a 2M × N sample WmM 1 ,M 2 , which is obtained by
combining M1 and M2 . The estimation value of V (Y ), denoted
as V̂ (Y ), is estimated as [37]
1 
2M
V̂ (Y ) = f 2 WmM 1 ,M 2 − fˆ02 . (22)
2(M − 1) m =1
84
Fig. 4. Water supply system for districts afflicted by algal blooms in Shanghai.
Second, we need to estimate the value of ε. Equation (22) is
used to calculate the partial variance Vn by using another two
sample sets, {W∼nM1
m , Wn m } and {W∼n m , Wn m }. The sample
M2 M2 M1
set {W∼n m , Wn m } is the full samples of M1 except that the nth
M1 M2
column of matrix M1 is replaced by the nth column of matrix
M2 , {W∼nM2
m , Wn m } is obtained in the same way. The estimate
M1
value of Vn , denoted as V̂n (Y ), is calculated by
1  M
M 
V̂n (Y ) = f W∼n M2
m , Wn m
1
(M − 1) m =1
M  A, the distributions of all experts were combined into an aggre-
·f W∼n2 M1
m , Wn m .
Finally, the estimation of Sn is calculated by (20). In real
applications, the sensitivity analysis is performed |R| times,
one for each component r.
VI. CASE STUDY
A. Background
Located at the mouth of the Yangtze River of the east Chinese
coast, Shanghai is a city known for the abundance of its water
resources; yet, it is facing many threats that could severely seri-
ously affect the drinking water supply. One of the most serious
threats is from the blue-green algae blooms. The blue-green al-
gae can severely contaminate water supply with the production
of natural toxins and mechanical damage; thus, threatening the
health conditions of the millions of residents in affected districts.
The districts most suffering from algal blooms in Shanghai are
indicated in Fig. 4. The green dot is Chenhang Reservoir and
pollution is spread over several other districts via the water
supply network.
In order to enhance the water system’s reliability against algae
blooms, we assessed the vulnerability of the districts indicated
in Fig. 4 and provided guidelines for the protection measures
according to the results. As the intensity of the algae bloom
varies significantly with external conditions, the vulnerability
also varies accordingly. In this case, 21 criteria were considered
and four experts were selected. The scenario-based stochastic
ANP-GCE model was applied to the determination of crite-
ria weights. During the assessment, all the data involved were
IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT, VOL. 63, NO. 1, FEBRUARY 2016
TABLE I
EXPERTS’ INTERVAL PREFERENCES AND THE AGGREGATED PROBABILITY
DISTRIBUTION
Index of Expert Interval Preference (μ, σ )
1 [2, 5] (3.5, 0.5814)
2 [3.5, 5.5] (4.5, 0.3876)
3 [3, 4] (3.5, 0.1938)
4 [2.5, 5.5] (4, 0.5814)
Aggregated Distribution f = N (3.6201, 0.4406)
collected from Shanghai Statistical Yearbook, Shanghai Water
Report, and information provided by water supply experts.
B. Results
First of all, the criteria weights were calculated under a spe-
cific scenario ξ0 in consideration of the uncertainties associated
with expert judgments. In the decision-making process, due to
the lack of historical data, the distribution type of the stochastic
comparison values is obtained in accordance with experts’ ex-
periences. In this case, the stochastic comparison values follow
normal distribution and the significance level αk is assumed to
be 0.01 for each k. Then, the experts’ interval preferences were
translated into corresponding probability distributions by the in-
terval estimation method. Next, using the method in Appendix
(23) gated distribution. Take the comparison between susceptibility
and coping capacity as an example, the interval preferences
given by four experts and the aggregated distribution are rep-
resented in Table I. The corresponding matrix of the pairwise
comparison is shown as
⎡ Exposure Susceptibiliy Coping Capacity⎤
1
⎢ 1 N (2.90, 0.45)
⎢ N (3.62, 0.44) ⎥
⎥
A= ⎢ ⎢ ⎥
1 ⎥.
⎢ N (3.62, 0.44) 1 ⎥
⎢ N (5.58, 0.42) ⎥
⎣ ⎦
1
N (2.90,0.45) N (5.58, 0.42) 1
(24)
In this case, 5000 samples were generated according to the
stochastic comparison matrices, where each sample corresponds
to a set of weights calculated by stochastic ANP. Here, β (the
significance level of the samples) is determined to be 0.01 and
the corresponding lower and upper bounds of the criteria weights
are illustrated in Fig. 5.
Second, the GCE model was formulated by taking the in-
tervals of criteria weights as constraints and solved using the
software MATLAB, R2013b. As a result, the Nash Equilibrium
criteria weights for each district under assessment were obtained
and the weighted vulnerability values were calculated accord-
ingly, as shown in Fig. 6. The criteria weights of all components
under assessment are not presented for the sake of brevity.
Since the vulnerability varies across scenarios, the criteria
weights under each scenario were calculated on the basis of
the weights determined for scenario ξ. In this case, when algae
ZHANG et al.: STOCHASTIC ANP-GCE APPROACH FOR VULNERABILITY ASSESSMENT IN THE WATER SUPPLY SYSTEM
Fig. 5. Confidence intervals of criteria weights obtained by stochastic ANP.
Fig. 6. Weighted vulnerability values of all components in the water supply system.
concentration increases by 1 × 105 /L−1 , the weight of indicator
“response speed” decreases by 0.005.
Third, the vulnerability values under each scenario were sep-
arated into four grades by K-means clustering. The results cor-
responding to all scenarios, where the algae cell density varying
from 50 × 105 to 100 × 105 /L−1 were calculated with four
vulnerability maps: Average vulnerability grade (AVG), stan-
dard deviation of AVG (STD), min grade, and max grade, as
presented in Fig. 7(b)–(e).
In accordance with both AVG and STD, the districts were
categorized into two groups in terms of vulnerability, reliability,
and unstable districts. For example, Fig. 7(f) was obtained by
combining Fig. 7(b) and (c), where the colors represent AVG and
the shadows highlight the unstable districts with high variations.
With the help of the MIN and MAX maps, decision makers have
a better understanding of how to prepare protections against the
worst scenarios most efficiently, thus making the system more
reliable.
Fig. 8(a) shows the detailed variation trends in all evaluated
districts under different scenarios; the variations of two specific
85
districts are shown in Fig. 8(b). As can be seen from Fig. 8(b), the
vulnerabilities of both Anting and Gaohang increase when the
algae density is between 56 × 105 and 74 × 105 /L−1 , indicating
that these two districts need more focused attention if the algae
density rises beyond 56 × 105 /L−1 .
Finally, to determine the impact of each criterion on the
uncertainty of vulnerability values, a sensitivity analysis was
conducted using the global sensitivity analysis method. The
first-order sensitivity maps of six selected criteria are shown in
Fig. 9, from which we are clear of the fractional contribution
of each criterion to the variance of vulnerability grades. The
sensitivity maps are shown in Fig. 9. Using these maps, we can
identify the contribution of a certain criterion to the vulnerability
of the district it describes.
The dominating criterion for each district could also been
identified based on the sensitivity maps, as shown in Fig. 10.
Since “population density” is the dominating criterion for
most districts, we can conclude that the population booms
in cities are putting great pressures on their water supply
system.
86 IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT, VOL. 63, NO. 1, FEBRUARY 2016

Fig. 7. Results from the assessment simulation under different scenarios. (a) Grades under scenario ξ0 . (b) Average grads under all scenarios. (c) STD under all
scenarios. (d) Min grades under all scenario. (e) Max grades under all scenarios. (f) Unstable districts.

Fig. 8. Variations in the vulnerability grades for all districts under different scenarios. (a) Variations for all districts. (b) Variations for two specific districts.

Fig. 9. First-order sensitivity maps for the criteria. (a) Population density. (b) Scheduling capacity. (c) Alarming ability. (d) Tech-supporting ability. (e) Water
resources per capital. (f) Water usage per capita per year.
ZHANG et al.: STOCHASTIC ANP-GCE APPROACH FOR VULNERABILITY ASSESSMENT IN THE WATER SUPPLY SYSTEM 87

allocation, urban planning, and emergency response. First,

the proposed approach can be used to identify the most vul-
nerable districts under a range of possible scenarios and the
dominating criteria for different districts base on ArcGIS, and
gives an improvement direction. Second, the proposed stochastic
ANP-GCE is capable of handling the uncertainties and incon-
sistencies of expert opinions. Finally, the use of ArcGIS helps
to visualize vulnerabilities and sensitivities spatially, thus mak-
ing the decision process more intuitive. Moreover, the criteria
weights constituting Nash Equilibrium points that determined
Fig. 10. Dominating criterion for the vulnerability variations in each district.
by GCE improve the objectivity of stochastic ANP.
C. Discussions A promising direction for future research is to develop a
dynamic and optimization-based multicriteria assessment ap-
The proposed stochastic ANP-GCE approach provides a
proach that takes the allocation of protection resources into con-
novel way for handling group decision making with uncertain
sideration. Using such a dynamic assessment approach, decision
pairwise comparisons. Compared with existing approaches, the
makers can identify the vulnerability mitigation effects of dif-
advantages of the proposed weight determination approach in
ferent resource allocation strategies and accordingly select the
this study can be summarized as three aspects.
best strategy.
1) The proposed approach is capable of transforming the
varying linguistic preferences of experts to any kind of
APPENDIX A
probability distribution, which is flexible in real appli-
DISTRIBUTION AGGREGATION APPROACH
cations comparing with exiting stochastic MCDM ap-
proaches. The aggregated distribution is obtained using a nonlinear op-
2) To avoid the subjective rankings of experts, the proposed timization model, which is first propose by Liu et al. [39]. The
nonlinear programming model combines the inconsistent idea is to maximize the sum of overlapping areas between the
preferences of different experts into an aggregated proba- aggregated probability distribution and each expert’s probability
bility distribution. distribution (see Fig. A1).
3) In most existing stochastic AHP/ANP approaches, the Let f (aij k ) be the PDF of one element aij in pairwise com-
precise global criteria weights are usually generated by parison matrix from expert k, ∀k ∈ K, and f (aij ) be the ag-
maximizing the preferences of experts or minimizing the gregated distribution. Then, f (aij ) is represented as
consistency ratio for pairwise comparisons; however, the 
f (aij ) = uk f (aij k ) ∀i, j ∈ N, i = j (A.1)
weights generated by these kind of approaches are still
k ∈K
quite subjective.
To decrease the deviations caused by uncertain subjective where uk (∀k ∈ K) is the weight of individual expert k. To ob-
preferences, the proposed approach incorporates the GCE ap- tain f (aij ), we have to optimize uk by a nonlinear optimization
proach with the stochastic ANP. As a result, the Nash Equilib- model.
rium assessment results are obtained, which provides reasonable Define Sk be the overlapping area between f (aij k ) and
suggestions for decision makers to optimize the resource alloca- f (aij ), then Sk is calculated as
tion among these vulnerable alternatives in their infrastructure  +∞ 
system. Sk = min(f (aij k ), uk f (aij k )) ∀k ∈ K. (A.2)
−∞ k ∈K
VII. CONCLUSION Based on the manner of maximizing the overlapping area, the
This paper has presented a stochastic multicriteria assess- optimization model can be set up as
ment approach that calculates and ranks the vulnerability of    +∞ 
each component. The proposed assessment approach has been Max Sk = min(f (aij k ), uk f (aij k ))
k ∈K k ∈K −∞ k ∈K
developed by applying the stochastic ANP-GCE weight calcu-
lation approach, which is able to deal with uncertainties in the (A.3)
real cases. This approach is specifically efficient when experts 
are unable to give precise values for pairwise comparisons or s.t. f (aij ) = uk f (aij k ) (A.4)
k ∈K
the criteria weights change with scenarios. The feasibility of the 
proposed approach has been tested through a case study of the uk = 1 (A.5)
Shanghai water supply system. Although the approach is moti- k ∈K
vated by vulnerability assessment, it has potential applications
uk ∈ [uk , ūk ], ∀k ∈ K (A.6)
in that kind of assessment problems constructed by the ANP
frameworks. where (A.3) maximizes the sum of overlapping area, constraint
The results led to the following observations, which are (A.4) defines the PDF of the aggregated distribution and con-
clearly valuable to decision makers concerned with resource straint (A.5) defines that the weights of all expert’ opinions sum
88 IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT, VOL. 63, NO. 1, FEBRUARY 2016

1) Lemma 1 indicates that model (12)–(15) is equal to model

(7)–(9) if θrt  (ξ) < Ēr  (ξ) and is infeasible if θrt  (ξ) > θro (ξ). If
θrt  (ξ) ∈ [Ēr  (ξ), θro (ξ)], model (12)–(15) is obtained by adding
constraint (14) into the original model (7)–(9). Based on the
sensitivity
 analysis  of linear programming, itcan be shown
r ∗ t 
that r  ∈R n ∈N wr n (θr  (ξ))dr n (ξ), r ∈ R are continuous
functions of θr  (ξ) if θr  (ξ) ∈ [Ēr  (ξ), θr  (ξ)].
t t o

2) Assume that θr  (ξ), θr (ξ) ∈ [Ēr  (ξ), θro (ξ)] and θr  (ξ)
> θr (ξ), then we have θr  (ξ) ≥ λθr  (ξ) + (1 − λ)θr (ξ) ≥
θr (ξ) for any 0 ≤ λ ≤ 1. Since the feasible region of
model (12)–(15) with θrt  (ξ) = λθr  (ξ) + (1 − λ)θr (ξ) will not
become smaller if θrt  (ξ) = θr  (ξ) and will not become larger if
θrt  (ξ) = θr (ξ), we have
1   r  ∗ 
Fig. A1. Main idea behind the aggregation of different PDFs.
wr n (θr  (ξ))dr n (ξ)
up to 1. Finally, as experts are classified to three levels (authori- |R| 
r ∈R n ∈N
tative, highly credible, and medium credible), the weight of each
1   r ∗ 
expert k is constrained to a corresponding interval [uk , ūk ], as ≤ wr n (λθr  (ξ) + (1 − λ)θr (ξ))dr n (ξ)
represented in constraint (A.6). This nonlinear model is solved |R| 
r ∈R n ∈N
by optimization tool in the software MATLAB R2013b. The 1   r ∗ 
resulted stochastic pairwise comparison matrix is as shown ≤ wr n (θr  (ξ))dr n (ξ).
|R| 
in (3). r ∈R n ∈N

1

APPENDIX B Therefore, |R | r  ∈R
 r ∗ t
n ∈N wrn (θ r (ξ))d rn (ξ) is semiconcave.
The traditional DEA game cross efficiency approach is used to
Based on Lemma 2 and Lemma 3, Theorem 1 indicates that
evaluate the efficiency of output to input, while for the original
the solution obtained from the proposed GCE approach is a
model, you may refer to the work of Liang et al. [31]. By
Nash equilibrium point.
assuming the inputs are 1 and limiting the criteria weights to an
Theorem
 1: The r  ∗ evaluation game Γ = R, (Sr )r ∈R ,
interval, the original efficiency evaluation model can be applied 1 t
|R | 
r ∈R n ∈N w rn (θ r  (ξ))d rn (ξ) has at least one Nash
as a weight calculation model (7)–((9), named GCE model.  equilibrium strategy portfolio.
Define the evaluation process Γ = R, (Sr )r ∈R , |R1 | r  ∈R
 Proof: Define fr (θt−1 ) as
r ∗ t
n ∈N wr n (θr  (ξ))dr n (ξ) as a weight determination game,
where Sr ={the constraints (12)–(15) and θrt  (ξ) ∈ [Ēr  (ξ),
θro (ξ)]} represents the strategy set of component r, r ∈ R. Liang 1   r  ∗ t−1
fr (θt−1 ) = θrt (ξ) = wr n (θr  (ξ))dr n (ξ) (B.1)
et al. have proved that DEA game has a Nash equilibrium solu- |R| 
r ∈R n ∈N
tion. Based on their work, it is easy to prove that the solution of
GCE is a Nash Equilibrium solution. Let θ t = [θ1t , θ2t , . . . , θ|R
t
| ], t = 2, 3, 4 . . . , and define
Lemma 1: Model (12)–(15) is feasible if θro (ξ) ≥ θrt (ξ) ≥
Ēr (ξ) ∀r ∈ R, where θrt (ξ) is the average GCE value of com- F (θ t−1 ) = [F1 (θt−1 ), F2 (θt−1 ), . . . , F|R | (θt−1 )]T . (B.2)
ponent r at iteration t, Ēr (ξ) is the average cross evaluation
value defined in (11), and θro (ξ) is the original evaluation value Then, we have θ t = F (θ t−1 ), t ≥ 2. Next, we prove that for
calculated in model (7)–(9). the function F () defined in (B.2), there must exist a fixed point
Lemma 2: The strategy set of each component, denoted as θ ∗ , such that θ ∗ = F (θ ∗ ).
Sr (∀r ∈ R), is a nonempty convex sets. Lemma 2 indicates that the Cartesian product S of
Proof: According to Lemma 1, we have Sr is nonempty. Sr is a nonempty compact convex set and |R1 | r  ∈R
Assume {[wr  1 (ξ), wr  2 (ξ), . . . wr  N (ξ)], θr (ξ)} and {[wr 1 (ξ),  r  ∗ t−1
n ∈N wr n (θr  (ξ))dr n (ξ), θr  (ξ) ∈ Sr
t−1
is continuous.
wr 2 (ξ), . . . wr N (ξ)], θr (ξ)} ∈ Sr ∀r, r ∈ R. Then, for any Lemma 2 also indicates that F () : S → S is a continuous
0 ≤ λ ≤ 1, it is obtained that [λwr  n (ξ) + (1 − λ)wr n (ξ), ∀n function from a nonempty compact convex set S ∈ RI into
∈ N ; λθr  (ξ) + (1 − λ)θr (ξ)] ∈ Sr . According to the defini- itself. From Brouwer’s fixed-point theorem [40], there must
tion of convex set, Sr ∀r 
∈ R is convex. exist θ ∗ = F (θ ∗ ) for some θ ∗ = [θ1∗ , θ2∗ , . . . , θ|R
∗ T
 | ] ∈ S. Be-
Lemma 3: |R1 | r  ∈R n ∈N wrr n∗ (θrt  (ξ))dr n (ξ) is a contin- cause of the convergence of the approach, it terminates when
 
uous semiconcave function of θrt  (ξ).  
|θ (ξ) − θ (ξ)| = F (θ (ξ)) − θ (ξ) < ε, where ε is
t+1 t t−1 t−1
Proof: The proof  isdivided  to two parts, where part 1 very small. Therefore, the obtained solution is close to a fixed
proves that |R1 | r  ∈R n ∈N wrr n∗ (θrt  (ξ))dr n (ξ) is a contin-
 point, which is a Nash equilibrium point. The corresponding
uous function of (θrt  (ξ)), and part 2 proves that |R1 | r  ∈R criteria weights are the Nash equilibrium weight determination
 r ∗ t
n ∈N wr n (θr  (ξ))dr n (ξ) is semiconcave. strategy.
ZHANG et al.: STOCHASTIC ANP-GCE APPROACH FOR VULNERABILITY ASSESSMENT IN THE WATER SUPPLY SYSTEM
ACKNOWLEDGMENT
The authors would like to thank anonymous referees and the
editor for their constructive comments.
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Chong Zhang received the Bachelor’s degree in lo-
gistics engineering from the Wuhan University of
Technology, Wuhan, China, in 2007. She is currently
working toward the Ph.D. degree at the Department
of Industrial Engineering, Shanghai Jiao Tong Uni-
versity, Shanghai, China.
Her research interests include risk assessment and
emergency restoration optimization for critical infras-
tructures.
Xiao Liu received the Bachelor’s and Master’s de-
grees in system engineering from Northeastern Uni-
versity, China, in 1999, and the Ph.D. degree in
industry engineering from Université de technologie
de Troyes, Troyes, France, in 2004.
She was an Associate Professor with Northeast-
ern University. She is currently a Professor with the
Department of Industrial Engineering, Shanghai Jiao
Tong University, Shanghai, China. She has published
numerous research papers on refereed journals. Her
current research interests include risk management,
supply chain network design, and decision theory.
90 IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT, VOL. 63, NO. 1, FEBRUARY 2016

Jian-Gang Jin received the Bachelor’s degree in Yuan Liu received the Bachelor’s degree in 2014.
civil engineering from Tsinghua University, Beijing, He is Ph.D. candidate at the Department of Electrical
China, in 2009, and the Ph.D. degree in civil and envi- and Computer Engineering, University of Alberta,
ronmental engineering from the National University Canada.
of Singapore, Singapore, in 2013. His current research interests include optimization
He is an Assistant Professor with the Depart- for networks and smart-grid operations.
ment of Ocean and Civil Engineering, Shanghai Jiao
Tong University, Shanghai, China. He has published
more than 30 referred papers in international journals
and conferences. His research interests include large-
scale modeling and optimization for transportation
and logistics systems.

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