MCDA Problems Under Uncertainty

Many researchers emphasize that a real challenge in modeling MCDA problems is how to incorporate the uncertainty of the input data. MCDA models for water and environmental management, similar to many areas, face uncertainties that generally arise from two sources: random or probabilistic uncertainty related to environmental, economic or technical data, and fuzzy uncertainty related to subjective judgments and the characteristics of the DM. By considering uncertainty, the decision analysis becomes more difficult, but by ignoring it we might miss reality. This chapter discusses and illustrates the main approaches for modeling these two types of uncertainty. The studies of Sahinidis (2004) and Stewart (2005) review the literature of the different types of the uncertain MCDA models and solution procedures.