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Nowadays, interval comparison matrices (ICM) take an important role in decision making under uncertainty. So it seems that a brief review on solution methods used in ICM should be useful. In this paper, the common methods are divided into four categories that are Goal Programming Method (GPM), Linear Programming Method (LPM), Non-Linear Programming Method (NLPM) and Statistic Analysis (SA). GPM itself is divided also into three categories. This paper is a review paper and is written to introduce the mathematical methods and the most important applications of ICM in decision making techniques.