Development of Software for Multiple Criteria Evaluation

Abstract

This paper considers the main positions of one-sided and two-sided problems. For onesided problems only the method of solution "the distance to the ideal point" is discussed in the actual version. For two-sided problems a distinction is made between games with rational behaviour and games against nature. The main strategic principles are as follows: simple min-max principle, extended min-max principle, Wald's rule, Savage criterion, Hurwicz's rule, Laplace's rule, Bayes's rule, Hodges-Lehmann rule. Questions of transforming the decision-making matrix are considered. The article gives the description of a software as well as an example of an investment variant estimation.