This paper presents a novel approach to solve multicriteria decision problems in the fuzzy environment. The main characteristic is to consider decision maker's (DM's) degree of optimism (pessimism) and confidence in dealing with uncertainty. Two key issues are addressed in our method. First, optimism (pessimism) preferences are incorporated into the interval numbers that represent uncertain ratings of alternatives and weights of criteria. Second, the alternatives' performances are evaluated with respect to confidence attitudes. Based on a-cut concept, DM's confidence levels to uncertainty are incorporated to these assessments. By incorporating attitude and confidence analysis into evaluation process, this method is useful for tackling imprecision and subjectiveness in complex, ill-defined and human-oriented decision problems. Finally, an example is given to illustrate computation process to solve fuzzy MCDM problems.
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