Relating decision under uncertainty and multicriteria decision making models<FNR></FNR><FN>This paper is a revised version of a paper with the same title which was presented at the AAAI workshop “Frontiers in Soft Computing and Decision Systems (Boston, Nov. 8–9, 1997, Working Notes, pp 6–15) and as an IJCAI poster </FN>

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 an emphasis on 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 artificial intelligence uncertainty representation frameworks to preference modelling. © 2000 John Wiley & Sons, Inc. [ABSTRACT FROM AUTHOR]