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A situation consisting in evaluating and choosing among alternative actions can be managed from the point of view of Decision Making (DM). This paper presents an approach to design and develop Decision Support Systems (DSS) to be applied in emergency situations. In these situations the decision maker is under heavy stress because each different decision implies different important outcomes related with human and economic losses. First of all, a domain knowledge base has to be built from both the properties of emergency situations and the actions devoted to counteract them. From this knowledge, three different DM methods, based on the Probability Theory and the Possibility Theory, process the incoming emergency information and choose the best action for putting out the emergency situation. The resulting decisions of each method over a set of plausible emergency situations can be evaluated by a domain expert and the method with the best average performance can be built in the DSS. This DSS can help a decision maker find out an optimal decision in a short period of time maximizing security and minimizing stress.