摘要：Decision-making process in any organization concerns its future development,which is clearly subject to uncertainty. The risk comes from the inability of people to knowwhat will happen in time and it is perceived when uncertainty and possible effects of adecision making are significant. It is known the fact that most management problems aredependent on the economic effect of a decision which in turn depends on a number of randomfactors, which can take infinite values. It follows that there are a large number ofcombinations that affect the effect of the decision, the estimation of the probability distributionfor the values associated effect being difficult. The problem can be solved in this case with theaid of simulation, because it can generate several times the most probable combinations,offering the possibility of establishing an optimal decision making. Optimizing the decisioninvolves the identification of alternative ways of determining the decision-makers who mustmeet the requirements under consideration of multiple objective functions. Because a lot ofpossible decision alternatives are evaluated through the influence of several factors, such asinternal or external, the inability to maintain the decision, as time passed, there were usedseveral methods to optimize decision assisted by computer, such as: Electre, global utilitymethod or algorithms derived from the global fuzzy set theory. Fuzzy set theory refers totesting the truth value of sentences that is represented in the system by a real numberbelonging to interval [0, 1], where 0 corresponds to the state of False, and 1 corresponds tothe state of Truth. In the opinion of a decision maker, fuzzy set theory implies the existence ofa set of alternatives X decision, which will select the optimal decision, and the existence of afunction f (x) that takes values in the range [0,1], depending on the degree the alternativedecision x satisfies economic criteria considered
