A Pessimistic Approach for Solving a Multi-criteria Decision Making

An extension of the DS/AHP method in the paper. The extension assumes that expert judgments concerning the criteria are often imprecise and incomplete. The proposed extension also uses groups of experts or decision makers for comparing decision alternatives and criteria. However, it does not require assigning favorable values for different groups of decision alternatives and criteria. The computation procedure for processing and aggregating the incomplete information about criteria and decision alternatives is reduced to solving a finite set of linear programming problems. Main results are explained and illustrated by numerical examples.