Multichoice Modeling: Exploring Decision Configuration Space under Uncertainty

Mariia Kozlova, Roman Stepanova, Alexander Walzer, Andrea Saltelli

Decision support has become sophisticated at exploring uncertainty, but much less so at representing the architecture of the decision itself. As a result, the decision space is often narrowed before uncertainty is analyzed, leaving interactions among choices and the effects of alternatives they imply largely invisible. This paper introduces multichoice modeling, a framework for making large decision configuration spaces explicit and computationally explorable under uncertainty. Drawing on the logic of rugged landscapes, we conceptualize such problems as contingent performance landscapes, where interdependent choices generate configuration-specific outcomes whose value changes across uncertain futures. The computational framework combines multidimensional decision and uncertainty spaces in a single simulation. Further, variance-based sensitivity analysis is used for identifying influential choices, and conditional distribution analysis for comparing configuration-specific performance profiles. We demonstrate the framework through three case studies: a manufacturing process upgrade, M&A strategy, and mortgage design. By contrasting conventional uncertainty-only analysis with…