Experimental comparison of methods of weighted sum, utility theory and criteria importance theory for the solution of multicriterial problems with score criteria

An experimental comparison of the methods of weighted sum, the utility theory and the criteria importance theory is performed while solving the multicriteria problems with score criteria. It is shown that under very weak assumptions, the method of weighted sum leads to significant percentage of mistakes, while methods of the utility theory are often result in loss of time for unneeded construction of the utility function. The criteria importance theory is free of these shortcomings.