Multiple criteria decision making: The case for interdependence

There has been a growing interest and activity in the area of multiple criteria decision making (MCDM), especially in the last 20 years. Modeling and optimization methods have been developed in both crisp and fuzzy environments. The overwhelming majority of approaches for finding best compromise solutions to MCDM problems do not make use of the interdependences among the objectives. However, as has been pointed out by [Car90, Car92], in modeling real world problems (especially in management sciences) we often encounter MCDM problems with interdependent objectives. It is our intention in this paper to introduce measures of interdependences between the objectives, in order to provide for a better understanding of the decision problem, and to find effective and more correct solutions to MCDM problems.