For the stochastic multi-criteria decision-making problem, in which the information on criteria’s weights is
incomplete and the indices value of alternatives are in the form of intuitionistic fuzzy numbers, an intuitionistic stochastic
decision-making approach based on prospect theory and a new score function is proposed. Firstly, a new score function is
defined. Then the grey system theory is used to determine the weight of the indices, and the alternative is obtained by using
prospect theory. Finally, an example shows the feasibility and reasonableness of this method.