We provide a problem oriented review of multiple criteria decision research. We focus on classifying multiple criteria decision making problems, and discussing how decision makers can be assisted (supported) in structuring and solving such problems. We do not review existing multiple criteria procedures, but do provide references to relevant software systems implementing such procedures for the computer. Both discrete alternative and continuous mathematical programming multiple objective problems are discussed. We conclude the paper by identifying exciting directions and promising areas for continued and future research in multiple criteria decision support.