Multicriteria Decision-Making Under Conditions of Uncertainty

7Generalization of the Classic Approach to Dealing with Uncertainty of Information and General Scheme of Multicriteria Decision‐Making under Conditions of Uncertainty

This chapter deals with multicriteria decision‐making problems under conditions of uncertainty. One of its main contributions 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. Such consideration of choice criteria is of a fundamental character and allows one to modify the generalization, proposed and discussed in Ekel et al. (2008, 2011) and Pedrycz et al. (2011), of the classic approach to handle information uncertainty for solving multicriteria problems. The modification is helpful in overcoming limitations of the indicated generalization (which can lead to contradictory decisions) and chart a general methodology for multicriteria decision‐making under conditions of uncertainty. This methodology is based on a possibilistic approach to produce solutions, including robust solutions, in multicriteria analysis. Its usage, in the original form, is instrumental in using available quantitative information to the highest extent to reduce the decision uncertainty regions. If the solving capacity related to quantitative information processing does not permit one to obtain unique solutions, the methodology assumes the use, at the final decision stage, of qualitative information ...