An approach to multi-criteria decision making problems using probabilistic set theory

Abstract The method of multi-criteria decision making under uncertainty and imprecision is presented in this paper. The criteria represented by probabilistic sets may be aggregated using various operators. Such aggregation leads to the final decision set from which the essential information (as mean value, variance, etc.) can be obtained. Applying different choice criteria the best alternative can be chosen. The considerations are illustrated by means of numerical examples.