Approach to stochastic multi-attribute decision problems using rough sets theory

1.INTRODUCTIONMulti-attribute decision making(MADM)is widely ap-pliedin manyfields such as military affairs,economy andmanagement.When dealing with MADM,it is usual tobe confrontedtoa context of uncertainty.This uncertain-tycan originate fromdifferent sources1].We suppose inthis paper that uncertaintyis due to the fact that perfor-mance evaluations of alternatives on each of the attributeslead to random variables with probability distribution.This kind of problems are called stochasti…

Approach to stochastic multi-attribute decision problems using rough sets theory

Multi-attribute decision problems where the performances of the alternatives are random variables are considered. The suggested approach grades the probabilities of preference of one alternative over another with respect to the same attribute. Based on the graded probabilistic dominance relation, the pairwise comparison information table is defined. The global preferences of the decision maker can be seen as a rough binary relation. The present paper proposes to approximate this preference relation by means of the graded probabilistic dominance relation with respect to the subsets of attributes. At last, the method is illustrated by an example.