Geodesic
A method for multi-criteria decision making under uncertainty
Proceedings of the Yerevan State University. Physical and mathematical sciences, Tome 52 (2018) no. 2, pp. 140-143

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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 $x^j_i\sim\mathcal{N}(\mu_i^j, \sigma_i^j)$ distribution. The method is evaluated and the results are analyzed on a simple example.
Keywords: decision maker, multi-attribute value theory (MAVT), evaluation criteria.
Mots-clés : normal distribution 
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A. A. Gevorgyan; H. S. Avagyan. A method for multi-criteria decision making under uncertainty. Proceedings of the Yerevan State University. Physical and mathematical sciences, Tome 52 (2018) no. 2, pp. 140-143. http://geodesic.mathdoc.fr/item/UZERU_2018_52_2_a8/