Solving a multiple criteria decision-making problem under uncertainty

There are several methods developed to solve Multiple Criteria Decision-Making problems. Despite the number of these approaches few of them consider the impact of risk and uncertainty in the problem's solution. This paper describes the solution of a multiple use approach to land reclamation case study using the Probabilistic Trade-off Development method (PROTRADE). This method is basically interactive and allows the Decision-Maker to introduce his/her preferences. The optimisation of this problem is carried out using a real-valued genetic algorithm. Two models are developed: one that considers no risk and another one that considers uncertainty (risk) in the decision variables. The results of both models are compared.