Guaranteed solution of a multiobjective problem under uncertainty.
The problem of decision-making occurs in all areas of human activity. Mathematical models of decision-making processes provide an opportunity to get an important view on an object by means of theoretical research methods. The problem of decision-making in complex systems are studied in the theory of multicriterion problems. Uncertainty is one of the features of the tasks of decision-making. The article deals with the generalization of method for solving multicriteria problem under uncertainty conditions for the case of non-numerical, inaccurate, incomplete information about weighting factors. With this information, not only one single guaranteed solution (as previously) was achieved, but a whole lot, in which each vector of weights corresponds with its own solution. A method of identifying the best solution was proposed. Record keeping of preferences of a decision-maker helps to improve the quality and validity of decision-making in complex systems.