A METHOD FOR MULTI-CRITERIA DECISION MAKING UNDER UNCERTAINTY

Abstract

This work presents development of a method for multi-criteria decision making under uncertainty conditions based on single-attribute value functions and probabilistic distributions. The values of different criteria are modeled using normal distributions, i.e. the value of the $ i $-th criteria of the $ j $-th option is given by $ x^j_i \sim \mathcal{N} ({\mu}^j_i, {\sigma}^j_i) $ distribution. The method is evaluated and the results are analyzed on a simple example.