Russia, St.-Petersburg, Department of Mathematics, St.-Petersburg State Technical University

Abstract. Elements of quantitative theory of relative importance of criteria in case of fuzzy preference relation are presented. The basic mathematical definition of relative importance of criteria generalizes one, introduced by the author in nonfuzzy case. The main result of the pa- per contains an upper estimate for unknown fuzzy set of non-dominated vectors.

Аннотация. Представлены элементы теории относительной важности критериев в случае нечеткого отношения предпочтения. Основное математическое определение относительной важности обобщает определение, введенное автором в четком случае. Главный результат работы содержит оценку сверху для неизвестного нечеткого множества недоминируемых векторов.

1. INTRODUCTION. Usually a decision-maker (DM) possesses certain information on relative importance of criteria. A lot of authors characterize the importance of criteria by means of special positive numbers called importance coefficients. These authors do not try to give any rigorous definitions for the coefficients. As a rule, each author proposes his own procedure to obtain the coefficients and different procedures lead to distinct results. They are interested in obtaining the coefficients but they do not analyze the nature of the relative importance.

What do we mean by "criterion i is more important than criterion] "? How may we use a numerical information on relative importance of criteria when a fuzzy preference relation of the DM is unknown?

This paper being an extension of[1] deals with problems relating to above questions. We shall give a formal definition of the concept of relative importance in a fuzzy case and formulate new original results to construct an upper estimate for a fuzzy set of non-dominated vectors. Some examples illustrate the theoretical results.

2. NOTATION AND PRELIMINARY DEFINITIONS. Let be an т –dimensional vector space, .

Recall that a map m : is called a (binary) fuzzy relation. A fuzzy relation m (· ,· ) are said to be

• irreflexive, if

• asymmetric, if implies

• transitive, if

• invariant with respect to positive linear transformation, if

Let m be a fuzzy relation. The relation m is called a (fuzzy) cone relation, if there exists a fuzzy cone l : (i.e. for all ), such that for any .

We shall use superscripts to indicate the vector and subscripts to indicate the components of such vector.

3. BASIC DEFINITIONS. Consider a mathematical model of choice consisting of the three objects , where is a number of criteria, m : is an asymmetric fuzzy relation of the DM, is a set of feasible vectors.

If is preferred to with respect to the i-th criterion (i.e. ), then the positive number indicates a "degree" of the preference.

Further we shall suppose the fuzzy relation m satisfies Pareto axiom, i.e. for all

imply .

Definition 1. Let . A criterion i we shall call more important than a criterion j with two given positive parameters and a grade of confidence , if for all vectors relations

imply . The number

is called a coefficient of relative importance.

Example. Let т =3. Assume that the first criterion is more important than the second one with the coefficient and . Then, for instance, the vector is more preferred than and also , because of, and .

4. USE OF INFORMATION ON RELATIVE IMPORTANCE. As above let Y be a set of feasible vectors and m : be an asymmetric fuzzy relation (which as a rule in practice is unknown). The fuzzy set whose a membership function is

is called a fuzzy set of non-dominated vectors [2]. This notion is an extension of well-known concept of (non fuzzy) set of non-dominated vectors [3].

Theorem 1. Let p. be an irreflexive transitive and invariant fuzzy relation, which satisfies Pareto axiom. Suppose that a criterion i is more important than a criterion j with a coefficient of relative importance and a grade of confidence . Then