Uncertainty index based interval assignment by Interval AHP

In a multi-attribute decision making problem, indigenous values are assigned to attributes based on a decision maker’s subjective judgments. The given judgments are often uncertain, because of the uncertainty of situations and intuitiveness of human judgments. In order to reflect the uncertainty in the assigned values, they are denoted as intervals whose widths represent the possibilities of attributes. Since it is difficult for a decision maker to assign values directly to attributes in case of more than two attributes, he/she gives a pairwise comparison matrix by comparing two attributes at one occasion. The given matrix contains two kinds of uncertainty, one is inconsistency among comparisons and the other is incompleteness of comparisons. This paper proposes the models to obtain intervals of attributes from the given uncertain pairwise comparison matrix. At first, the uncertainty indexes of a set of intervals are defined from the viewpoints of entropy in probability, sum or maximum of widths, or ignorance. Then, considering that too uncertain information is not useful, the intervals of attributes are obtained by minimizing their uncertainty indexes.

► Two kinds of uncertainty in the given pairwise comparison matrix are considered. ► One is inconsistency and the other is incompleteness of comparisons. ► They are reflected in the possibility of attribute denoted as the width of interval. ► An interval is assigned to attribute by minimizing uncertainty index of intervals. ► Several uncertainty indexes of intervals are proposed.