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The exploration of an unknown environment by a robot system (an individual robot or a team of robots) is a well-studied problem in robotics. This problem has many applications and, among them, the post-disaster search of victims in an urban space. Most of proposed exploration algorithms are based on the use of specific criteria to define the quality of the possible movements. In this paper, we propose an exploration approach based on the combination of several criteria thanks to the PROMETHEE II multi-criteria decision making method. The PROMETHEE II method allows one to establish a complete ranking between possible movements based on outranking relations. Experimental results show that this approach can be used to effectively combine different criteria and outperforms several classic exploration strategies.