Relating decision under uncertainty and multicriteria decision making models

This short overview paper points out the striking similarity between decision under uncertainty and multicriteria decision making problems, two areas which have been developed in an almost completely independent way until now. This pertains both to additive and non-additive (including qualitative) approaches existing for the two decision paradigms. This leads to emphasize the remarkable formal equivalence between postulates underlying these approaches (like between the “sure-thing principle” and mutual preferential independence of criteria). This analogy is exploited by surveying classical results as well as very recent advances. This unified view should be fruitful for a better understanding of the postulates underlying the approaches, for cross-fertilization, and for adapting AI uncertainty representation frameworks to preference modelling.