AHP Modification for Decision Making Under Uncertainty

Alexander V. Bochkov, Nikolay N. Zhigirev · ISAHP proceedings · 2014

The AHP-method proved its efficiency in different situations of decision making under conditions when experts can perform pairwise comparisons of compared objects under study.But, our real life consists of uncertainties.How can we compare the objects if information about them is not available or extremely uncertain?Pairwise comparisons are impossible.In this case, we propose to use the approach of minimizing the functional «errors» in the evaluation of comparable objects (F-ratio test).Through successive iterations initially given equal weight values compared objects are close to the true value (within the stated error).This method does not require the consistency of the pairwise comparisons matrix and, moreover, can be applied to AHP incomplete matrix.The iterations are repeated as long as the new changes do not result in improved objects estimates.The practical example of the method use is considered.

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