Rough set approach to decisions under risk

Salvatore Greco, B. Matarazzo, R. Slowinski

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review

Abstract

In this paper we open a new avenue for applications of the rough set concept to decision support. We consider the classical problem of decision under risk proposing a rough set model based on stochastic dominance. We start with the case of traditional additive probability distribution over the set of states of the world, however, the model is rich enough to handle non-additive probability distributions and even qualitative ordinal distributions. The rough set approach gives a representation of decision maker's preferences in terms of "if..., then..." decision rules induced from rough approximations of sets of exemplary decisions.
Original languageEnglish
Title of host publicationRough sets and current trends in computing
Subtitle of host publicationproceedings of the second international conference
EditorsWojciech Ziarko, Yiyu Yao
Place of PublicationBerlin, Germany
PublisherSpringer
Pages160-169
Volume2005
ISBN (Print)9783540430742
DOIs
Publication statusPublished - Oct 2001

Publication series

NameLecture notes in computer science
PublisherSpringer
Number2005
ISSN (Print)0302-9743

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