Grey stochastic multi-criteria decision-making approach based on expected probability degree

After definition of the discrete grey stochastic variable and its expected value, the expectedprobability degree is defined. for multi-criteria decision-making problems, in which the criteria weightsare incompletely certain and the criteria values of alternatives are in the form of grey stochastic variables, agrey stochastic multi-criteria decision-making approach is proposed. in this method, the evaluation valueof each alternative under each criterion can be transformed to comprise the expected probability degreejudgment matrix, based on which, a non-linear programming model can be enacted. in the end, the geneticalgorithm is used to solve the model to attain the criteria weights, and the ranking of alternatives can beproduced consequently. the feasibility and validity of this approach are illustrated by an example.