“…A number of studies on MCDM have been found in the field of industrial engineering, where criterion values are in the form of crisp numbers or fuzzy numbers (Chiadamrong, 1999;Chuu, 2009;Huang, Chiu, Yeh, & Chang, 2009;Sarker & Quaddus, 2002;Vasant, 2006;Wang & Elhag, 2007;Yaman & Balibek, 1999). However, in some practical MCDM problems such as selection for waste treatment facility (Lahdelma, Salminen, & Hokkanen, 2002), production process control (Nowak, Trzaskalik, Trzpiot, & Zaras, 2002), elevator group configuration (Tervonen, Hakonen, & Lahdelma, 2008), measuring quality of life (Zawisza & Trzpiot, 2002) and so on, some criterion values could be in the form of stochastic variables.…”