Garanteed Outcomes and Risks in Multicriteria Problem

The method of strategy construction in multicriteria problems under uncertainty (MPU) is examined. Moreover, this strategy provides the Pareto maximality of guaranteed outcome with minimal risk. As application two variants of the problem of diversifying contribution under two deposits (local and foreign) are examined.

Keywords: Pareto maximum, strategy, uncertainty, vector guarantee, Savage risk, principle of
minimax regret.