MULTIDIMENSIONAL MONTE CARLO SENSITIVITY ANALYSIS IN MULTI-CRITERIA DECISION SUPPORT

The resolution of complex decision situations usually requires input from different disciplines and fields of expertise. Contributing to transparency and traceability of decisions and taking into account the preferences of decision makers, multi-criteria decision analysis is suitable to bring together existing knowledge. In practice, a decision making process is subject to various sources of uncertainty. This paper describes a Monte Carlo approach to cope with the preferential uncertainties of the decision makers aiming at facilitating the process of weight elicitation and at comprehensibly visualizing and communicating the impact of the uncertainties on the results of the analysis.