Any complex decisional problem requires to explicitly considering several (often conflicting) points of views. The classical approaches (utility theory, game theory, benefit-cost analysis, mathematical programming, etc.) consider only one objective function to maximise or minimise. Many multidimensional approaches have been proposed as extensions of the classical ones. The first is the so-called Multicriteria Decision Making (MCDM), which consists from the mathematical point of view in "vector optimisation".