Monte Carlo Sensitivity Analysis for Multi-Criteria Decision Making

An interactive demonstration of algorithmic Monte Carlo approach to determine rank-score positions of engineering alternatives in hierarchical decision models.

By Lucille E. Nguyen - Interactive Implementation for Data Science Portfolio

Engineering Analysis Matrix (A)

Alternative	Cost	Desirability	Delivery
Red	1	2	3
Green	3	1	1
Blue	6	5	6

Fixed matrix where each alternative is scored (1-6) against each attribute.

Simulation Controls

Number of Simulations: 250

How it works:

Generates random pairwise comparison matrices (B)
Multiplies A × B to get weighted scores
Ranks alternatives by scores
Repeats 250 times to analyze sensitivity

Implementation of "A Monte Carlo Approach to Sensitivity Analysis for Multi-Criteria Decision Making"

Part of Data Science Portfolio - Built with React and Next.js