Multi-criteria decision making in terms of probabilistic sets
The paper presents a method dealing under imprecision and uncertainty. It is assumed that over the set of elements (alternatives) there exist a finite number of probabilistic sets representing various criteria. These sets are aggregated using different connectives in order to obtain a final decision set. Using criteria based on stochastic dominance and mean-variance values the final ordering of the alternatives is proposed here as well. The ideas are illustrated by means of numerical example.
KeywordsStochastic Dominance Discrete Case Aggregation Operator Aggregation Operation Fuzzy Environment
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