Multi-criteria formulations with uncertain satisfactions

We discuss the role that the Choquet integral plays in the aggregation of criteria satisfaction in multi-criteria decision functions. We show how the choice of the associated measure allows for the formulation of many types of multi-criteria decision functions. We note that the need for an ordering of the criteria satisfactions causes difficulties in situations in which there exists a probabilistic type of uncertainty in the knowledge of the criteria satisfactions. We discuss an approach, called the probabilistic exceedance method, for allowing the aggregation of probabilistically satisfied criteria. (C) 2017 Elsevier Ltd. All rights reserved.