A Markovian process in interactive multiobjective decision-making

Abstract This paper presents a linear programming approach that will provide a means of ranking nondominated solutions of a multiobjective decision problem. The proposed approach can also be used to generate additional nondominated solutions. The variable preferences of a decision-maker with respect to a set of nondominated solutions can be analyzed as a Markovian process with an infinite number of stages and a finite number of decision states.