Robustness analysis for decision under uncertainty with rule-based preference model

Miłosz Kadziński, Roman Słowiński, Salvatore Greco

Research output: Contribution to journalArticlepeer-review

107 Downloads (Pure)

Abstract

We consider decision under uncertainty as a multi-attribute classification problem where a set of acts is described by outcomes gained with given probabilities. The Decision Maker (DM) provides desired classification for a small subset of reference acts. Such preference information is structured using Dominance-based Rough Set Approach (DRSA), and the resulting lower approximations of the quality class unions are used as an input for construction of an aggregate preference model. We induce all minimal-cover sets of rules being compatible with the non-ambiguous assignment examples, and satisfying some additional requirements that may be imposed by the DM. Applying such compatible instances of the preference model on a set of all acts, we draw conclusions about the certainty of recommendation assured by different minimal-cover sets of rules. In particular, we analyze the diversity of class assignments, assignment-based preference relations, and class cardinalities. Then, we solve an optimization problem to get a univocal (precise) classification for all acts, taking into account the robustness concern. This optimization problem admits incorporation of additional indirect and imprecise preferences in form of desired class cardinalities and assignment-based pairwise comparisons. Finally, we extend the proposed approach to group decision under uncertainty. We present a set of indicators and outcomes giving an insight into the spaces of consensus and disagreement between the DMs.
Original languageEnglish
Pages (from-to)321-339
JournalInformation Sciences
Volume328
Early online date2 Sep 2015
DOIs
Publication statusPublished - 20 Jan 2016

Keywords

  • Decision under uncertainty
  • Classification
  • Dominance-based rough set approach
  • Robustness analysis
  • Univocal recommendation
  • Group decision

Fingerprint

Dive into the research topics of 'Robustness analysis for decision under uncertainty with rule-based preference model'. Together they form a unique fingerprint.

Cite this