Monte Carlo method for interval multi-attribute decision-making

A new possibility degree for comparing two projects is defined. A new method is proposed for interval multi-attribute decision-making, in which the attribute values and weights are in the form of interval numbers. The method can compare and rank interval numbers, and avoid computing the probability distribution of integral evaluation values, if all attribute values’ distributions are known. The proposed method is straightforward and can be performed on computer easily. Finally, an illustrative example, which assumes the weights and attribute values are uniform distributions, is given to demonstrate the feasibility and practicability of the proposed method.