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The next generation wireless networks (NGWN) should cater the varied requirements of the user and applications. The call admission control (CAC) is one of the radio resource management (RRM) technique used in the wireless networks. Unlike the CAC in homogeneous wireless networks the CAC in next generation wireless networks is very complex. In the next generation heterogeneous wireless networks, a user with a multi-interface terminal may have network access to different service providers using various technologies. This makes call admission control a challenging task where single criteria based CAC algorithms may not be able handle the decision making process efficiently, to address the heterogeneous architectures which characterize next generation wireless network, it is apparent that the call admission control algorithms should be based on multiple criteria. Various approaches have been proposed to solve the call admission control decision problem using multi criteria decision making (MCDM). This article provides a comprehensive survey of the different approaches for call admission control using multi criteria decision making (MCDM) for incoming calls in heterogeneous wireless networks. The advantages and disadvantages of each approach are discussed.