A new methodology of accounting for uncertainty factors in multiple criteria decision making problems

Abstract

A new approach is proposed to select a predetermined number of ``reasonable`` (the best in a certain sense) alternatives from the considerable (maybe a vast) set of initial alternatives according to an arbitrary number of optimization criteria and accounting for uncertainty factors. The approach is based on using a special intuitive methodology, developed to account for uncertainty factors when solving such multiple criteria decision making (MCDM) problems. This methodology is based on performing multi-variant computations (MVC) and finding their ``stable-optimal`` solutions, and it`s realized as a multi-level hierarchical system of MVC series. It`s possible to use this methodology for solving various real problems.