The use of fuzzy sets and fuzzy integrals for decision-making

Sometimes we have situations where decision-making based on classical optimisation methods is impossible. It happens, when making of the analytical objective function is complicated, when variables are physically unmeasured, and etc. The problems which are associated with objects, action and processes fuzzily are described. In similar case, methods based on expert estimations are used, that is, human intellect is being used as a measurement instrument. Such methods and algorithms are described in literature, but they are not universal and applicable just in that case, when importance of goals are independent from goals of consummation. Therefore, an improved methodology (without noted limitation) of processing group expert estimations is discussed in this paper. The methodology is based on application of Sugeno and Choquet criterions and fuzzy integrals.