Relating Decision under Uncertainty and MCDM Models

Contents

We point out the striking similarity between decision under uncertainty and multicriteria decision making problems, two areas which have been developed in an almost completely independent way until now. This pertains both to additive and non-additive (including qualitative) approaches existing for the two decision paradigms. This leads to emphasize the remarkable formal equivalence between postulates underlying these approaches (like between the "sure-thing principle" and mutual preferential independence of criteria), and to emphasize the benefit of importing uncertainty-originated notions to multicriteria evaluation (for weighting the importance of (coalitions of) criteria especially). Eventually, we also take advantage of the relation between possibilistic logic and multicriteria evaluation in the qualitative setting for representing and handling context-dependent,"nonmonotonic", aggregation attitudes.