Multi-Criteria Decision under Uncertainty as Applied to Resource Allocation and Its Computing Implementation

This research addresses the problem of multi-objective resource allocation or resource deficits, offering robust answers to planning decisions that involve the elementary question: “How is it done?”. The solution to the problem is realized using the general scheme of multi-criteria decision-making in uncertain conditions. The bases of the proposed scheme are associated with the possibilistic approach, which involves the generalization of fuzzy sets from the classical approach to process the uncertainty of information to produce robust (non-dominated) solutions in multi-criteria analysis. Applying this general scheme makes it possible to reduce regions of decision uncertainty through the maximum use of available quantitative information. In the case where quantitative information analysis is insufficient to obtain a unique solution, the proposed approach presupposes the appropriation of qualitative data extracted from experts, who express their opinions considering their knowledge, experience, and intuition. The information on the qualitative character can be represented in diverse preference formats processed by transformation functions to provide homogeneous information for decision procedures used at the final decision stage. The presented results have been implemented within the system of multi-criteria decision-making under uncertain conditions described in the paper. Its functioning is illustrated by solving the typical problem in investment planning activities.