A method for multi-criteria decision making under uncertainty

This work presents development of a method for multi-criteria decision making under uncertainty conditions based on single-attribute value functions and probabilistic distributions. The values of different criteria are modeled using normal distributions, i.e. the value of the $i$-th criteria of the $j$-th option is given by $x^j_i\sim\mathcal{N}(\mu_i^j, \sigma_i^j)$ distribution. The method is evaluated and the results are analyzed on a simple example.