This article examines the application of multi-objective linear goal programming in military budget planning. A lot of uncertainty exists in coefficients because of the difficulties in gathering accurate data in the defense domain. A solution is not generally made in a single step but is part of a process using multiple criteria decision support system (MCDSS). We recommend an approach using a rule-based post-optimal analysis for further interaction, to overcome these difficulties and yield a satisfactory solution. We achieved a saving in the annual budget in our case study. This system can also help to guarantee unforeseen military budget planning and provide a pragmatic approach to rigorously analyzing programming and budgeting issues. (C) 1997 Elsevier Science Ltd.