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Stochastic multicriteria decision making and uncertainty. (English) Zbl 0591.90050

Summary: We define the notion of stochastic multicriteria decision problems to take into account uncertainty in the data. A general approach is proposed to analyse these problems. As a special case, project evaluation by experts is considered. Stochastic independence problems are discussed and the notion of an expected preference function is defined to introduce a stochastic extension of the PROMETHEE outranking method.

MSC:

90B50 Management decision making, including multiple objectives
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References:

[1] Brans, J. P.; Mareschal, B.; Vincke, Ph., Promethee: A new family of outranking methods in multicriteria analysis, (Brans, J. P., Operational Research ’84 (1984), North-Holland: North-Holland Amsterdam) · Zbl 0571.90042
[2] Mareschal, B., Etude Théorique et Pratique des Méthodes de Surclassement en Analyse Multicritère, Mémoire U.I.B. (1983)
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