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A new method is proposed to solve the multiple criteria decision making with interacting criteria, where the preference information on alternatives in a fuzzy relation given by the decision maker. On the basis of the decision maker’s preference information, two types of models — the least squares model, the linear programming model — are constructed to determine the capacities and then to select the most desirable alternative. Finally, a numerical example is used to illustrate the validity and practicality of the proposed method.

Fuzzy Integral Multiple Criteria Decision Making Method Based on Fuzzy Preference Relation on Alternatives