Natural Sciences, Physics, 2026
A METHOD FOR MULTI-CRITERIA DECISION MAKING UNDER UNCERTAINTY
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Submitted: 2025-02-04
© 2026 by author(s) and The Gufo Inc.
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(CC BY-NC 4.0).
Abstract
This work presents development of a method for multi-criteria decision making under uncertainty conditions based on single-attribute value functions and probabilistic distributions. The values of different criteria are modeled using normal distributions, i.e. the value of the i-th criteria of the j-th option is given by xij∼N(μij,σij) distribution. The method is evaluated and the results are analyzed on a simple example.