Towards statistical multicriteria decision modelling: a first approach

Many real life situations result from decisions taken by a very large number of decision makers. Among them, we may cite road traffic congestion, crowding during shopping, equity market behaviour, distribution of holiday destinations, etc. Furthermore, these decisions often depend on the optimisation of several conflicting criteria. In this paper, we introduce a new multicriteria tool based on Markov chains to model and manage these macroscopic phenomena. Finally, the road traffic congestion problem will be considered to illustrate the applicability of our approach.