To identify a state‐of‐the‐art model and some necessary capabilities for developing future multicriteria models, the literature on multicriteria models in operations research was surveyed. All the models required subjective inputs from decision‐makers. A utility function was regarded as the best model for including risk and uncertainty into the solution analysis. On the other hand, a social welfare function was found to be the most attractive in a democratic organization in handling the involvement of multiple decision‐makers. Thus, a combination of both the functions can be described as state‐of‐the‐art. In addition, the subjective inputs changed over time in relation to a particular circumstance. For this reason, computer interaction should be incorporated with this combination. Therefore, some capabilities of (1) incorporating subjective inputs of multiple decision‐makers, (2) including elements of risk and uncertainty and (3) absorbing the changes of subjective inputs via computer interaction are necessary for future multicriteria models.