Uncertainty treatment within multicriteria decision analysis with the use of acceptability concept

The new approach to uncertainty treatment within multicriteria decision analysis taking into account uncertainties of criteria values and subjective judgments has been presented. The methods suggested (FMAA, Fuzzy Multicriteria Acceptability Analysis, and ProMAA, Probabilistic MAA) are based on assessing rank acceptability indices. The general approach to FMAA/ProMAA implementation along with its specification for multicriteria additive utility models is discussed. Realization of FMAA/ProMAA/is based on the numerical approximation of functions of random/fuzzy variables and the numerical assessment of integrals without Monte Carlo simulations. The decision support system DECERNS WebSDSS which implements FMAA and ProMAA as well as several other multicriteria decision analysis methods has been briefly described.