Authors
Abstract
The purpose of this study is to explain the ability of the simulation methodology to consider uncertainty of the multi criteria decisions making. The rank order of decision alternatives depends on two types of uncertainty:(1) uncertainty associated with the decision making judgment regarding each element of decision matrix described by distribution function, and (2) uncertainty regarding the future characteristics of the decision making environment described by a set of scenarios. Scenario is description of the decision making environment into some separate situations . Researchers concentrate on this type of uncertainty less than other types.
Both types of uncertainty are capable to opposite the rank of alternatives and decline the certainty of decision maker to the rank order of alternatives. In The present research, a simulation approach for handling both types of related uncertainty was described. The final conclusions showed that when uncertainty associated with the decision making judgment regarding each element of decision matrix increases, the probability of rank reversion and rank uncertainty increases too. Under these situations, the final ranking of the alternatives is probabilistic.
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