Decision Evaluation Methods Under Uncertainty and Imprecision

After a brief review of recent models of uncertainty and imprecision based on fuzzy set, possibility and evidence theories, some techniques to incorporate non-probabilistic aspects of imperfect information in the classical Subjective Expected Utility (SEU) approach are described. It results in a unified framework for evaluation criteria as well as proposals for fuzzy set-based refined sensitivity analysis. This paper is in accordance with new trends in decision theory, which question the probabilistic prejudice lying in its foundations, in view of systematic deviations from the SEU model in experiments.

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