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


    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
    ISBN (Print)9783540430742
    Publication statusPublished - Oct 2001

    Publication series

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


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