ScholarGate
Get started
MCDMDecision-makingRankingMath steps

Stochastic UTilités Additives (preference-disaggregation under uncertainty)

OriginatorStavrou, D. I.; Ventikos, N. P.; Tsoukalas, V. D. (2018) — STOCHASTIC-UTA seminal chapter Jacquet-Lagrèze, E.; Siskos, J. (1982) — classical UTA foundation Siskos, Y. (1980) — preference disaggregation theoryYear1982 — stochastic extension Stavrou-Ventikos-Tsoukalas 2018 SpringerSources1Related methods3

STOCHASTIC-UTA (Stochastic UTilités Additives (preference-disaggregation under uncertainty)) is a ranking multi-criteria decision-making (MCDM) method introduced by Stavrou, D. I.; Ventikos, N. P.; Tsoukalas, V. D. (2018) — STOCHASTIC-UTA seminal chapter Jacquet-Lagrèze, E.; Siskos, J. (1982) — classical UTA foundation Siskos, Y. (1980) — preference disaggregation theory in 1982 — stochastic extension Stavrou-Ventikos-Tsoukalas 2018 Springer. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result.

Key highlights

  • Follows a transparent, reproducible computational procedure that can be audited step by step.
  • Handles multiple criteria of differing scales and units within a single decision matrix.

Intuition

This section is available to Pro members. Upgrade to Pro

How it works

This section is available to Pro members. Upgrade to Pro

When to use it

STOCHASTIC-UTA fits additive utility functions to a DM-supplied reference ranking via LP, then samples uncertain inputs N times (Monte Carlo) to derive acceptability indices. In deterministic mode (N=1), the score is the global utility u(A_i); in stochastic mode it is the holistic acceptability a_i.

Strengths & limitations

Strengths
  • Follows a transparent, reproducible computational procedure that can be audited step by step.
  • Handles multiple criteria of differing scales and units within a single decision matrix.
Limitations
  • Assumes full compensation — a strong score on one criterion can offset a weak score on another.

Common pitfalls

This section is available to Pro members. Upgrade to Pro

Sources

  1. 1.
    Stavrou, D. I., Ventikos, N. P., Tsoukalas, V. D. (2018). Robust Evaluation of Risks in Ship-to-Ship Transfer Operations: Application of the STOCHASTIC UTA Multicriteria Decision Support Method. In Lee, P. T. W. & Yang, Z. (Eds.), Multi-criteria Decision Making in Maritime Studies and Logistics (pp. 161–185). Springer.
    DOI 10.1007/978-3-319-62338-2_8

You have read it. What now?

Ask about this methodSimilar methods

Cite this page

ScholarGate. (2026, June 2). STOCHASTIC-UTA. ScholarGate. https://scholargate.app/decision-making/stochastic-uta