ABSTRACT
The aim of this paper is to investigate the multiple attribute decision making problem with preference information on alternatives in uncertain setting, in which the information about attribute weights is partly known, and the attribute values and the decision maker’s preference values are expressed in the form of interval numbers. We establish the lower bound projection model, the upper bound projection model and their synthetic projection model respectively. By solving the synthetic projection model, we can determine the vector of attribute weights. Finally, a procedure is suggested for multiple attribute decision making under uncertainty, and then, the developed procedure is applied to determine the most desirable investment alternative of an investment company.
