A decision analysis method is proposed for solving the stochastic multiple attribute decision making problems
with random variables. The behavioral factors of decision makers are introduced into stochastic multiple attribute decision
making, the decision matrix with random variables is transformed into the matrix of gains and losses relative to the reference
points. Then prospect stochastic dominance relations on pairwise comparisons of alternatives are established by using the
prospect stochastic dominance rule, and the prospect stochastic dominance relation matrix with regard to each attribute is
built. Based on this, PROMETHEE II method is used to obtain the ranking of alternatives. A practical example is given to
show the feasibility and effectiveness of the proposed method.