Rough Set Approach to Decisions under Risk

Authors:
Salvatore Greco;Benedetto Matarazzo;Roman Slowinski
Affiliations:
-;-;-
Venue:
RSCTC '00 Revised Papers from the Second International Conference on Rough Sets and Current Trends in Computing
Year:
2000

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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 nonadditive 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.