Интервально стохастическая неопределенность оценок в многокритериальных задачах принятия решений
The paper proposes a method of multicriteria optimization under interval stochastic uncertainty of estimates given by the subject for the relative importance of one criterion over the other and the different alternatives to each other for each criterion. The method is an extension of the deterministic Analytic Hierarchy Process (AHP) for multicriteria optimization. It is use deterministic point estimates of the importance of criteria and alternatives for each criterion . While deterministic AHP allows to select the best alternative by a point maximum value of a global priority in the developed article interval stochastic AHP the global priorities are interval, making it difficult to make the best decision . To select the best interval alternative in this article introduce two criteria, whose values are maximized. The first criterion corresponds to the maximum of the lower and upper bounds of the intervals of global priorities of alternatives. The second criteria is the maximum of interval stability of alternatives. Application of the proposed approach is illustrated by a specific example. Also a comparison with the results obtained on the basis of interval arithmetic, show the failure of the latter, carried out.