On multicriteria decision making under conditions of uncertainty

This paper deals with multicriteria decision making problems under conditions of uncertainty. The main its contribution is the consideration of choice criteria of the classic approach to handle information uncertainty in monocriteria decision making as objective functions within the framework of multiobjective models, whose analysis generates harmonious solutions. Such consideration of choice criteria is of a fundamental character and allows one to modify the generalization, originally proposed by Ekel, Martini, and Palhares (2008), of the classic approach to handle information uncertainty for solving multicriteria problems. The modification permits one to overcome limitations of the indicated generalization, which can lead to contradictory decisions. Details of using the modification in a general scheme of multicriteria decision making under uncertainty are presented. The general scheme is focused on the use of available quantitative information to the highest degree to reduce decision uncertainty regions. However, if the problem solving capacity concerning quantitative information processing does not allow one to obtain unique solutions, the general scheme assumes the use of qualitative information based on knowledge, experience, and intuition of experts involved in the decision making process. Examples are presented to illustrate the modification of generalizing the classic approach as well as the general scheme of multicriteria decision making under information uncertainty. (C) 2015 Elsevier Inc. All rights reserved.