Multicriteria Decision-Making Problems Under Uncertainty and Their Solution

Abstract

The problem of multi-criteria non-linear programing (MCNP) under fuzzy conditions is considered and analyzed. For its solution the concepts of Pareto-optimal solutions and best compromise solution of α-level are formulated. The theorems establishing the interconnections between these solutions are stated and proved. The method of finding best compromise solutions of α-level of MCNP problems is suggested. The example of application of the suggested method for MCLP problem with fuzzy parameters is presented.