CONSEQUENCES OF UNCERTAINTY IN THE ANALYTIC HIERARCHY PROCESS - A SIMULATION APPROACH

A methodology for the propagation of uncertainty in the analytic hiera rchy process (AHP) is described. The sole source of the uncertainty is assumed to lie in the elements of the preference matrices. The uncert ainty in decision alternative rankings and the probability of a rank r eversal as functions of the number of alternatives and hierarchy depth are examined. Ranking uncertainty is found to decrease as the number of alternatives or the depth of the hierarchy is increased. The observ ed behaviour of ranking uncertainty is partially explained using the c entral limit theorem.