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Game theory provides a useful framework for studying Multi-Criteria Decision Making problems. This paper suggests modeling Multi-Criteria Decision Making problems as strategic games and solving them using non-cooperative game theory concepts. The suggested method can be used to prescribe non-dominated solutions and also can be used as a method to predict the outcome of a decision making problem. Non-cooperative stability definitions for solving the games allow consideration of non-cooperative behaviors, often neglected by other methods which assume perfect cooperation among decision makers. To deal with the uncertainty in input variables a Monte-Carlo Game Theory (MCGT) approach is suggested which maps the stochastic problem into many deterministic strategic games. The games are solved using non-cooperative stability definitions and the results include possible effects of uncertainty in …