A new algorithm for fuzzy multiple attribute decision-making based on fuzzy utility function

In fuzzy MADM problems, the ranking of fuzzy numbers is an important problem. And the decision maker's uncertainty preferences greatly affect the ranking of fuzzy numbers. But, few researches about the ranking of fuzzy numbers took the decision maker's uncertainty preferences into account. Hence the concept of the decision maker's fuzzy utility function is defined and is introduced into fuzzy MADM problems in this paper. Thus, a new method for ranking fuzzy numbers, based on the decision maker's fuzzy utility function, is put forward. This method could make ranking results that are more satisfactory, or, are in more agreement with the decision maker's wishes, since it takes the decision maker's different preference for uncertainty into account. Moreover, numerical illustrations of a new algorithm for fuzzy MADM based on the new method of fuzzy numbers ranking are given.