Multiple Criteria Decision Analysis with Game-Theoretic Rough Sets

Multiple criteria decision analysis plays an important role in many real life problems found in business, economics, management, governmental and political disputes. The game-theoretic rough set model (GTRS) is a recent extension to rough set theory for intelligent decision making observed with game-theoretic formulation. In this article, we extend GTRS for formulating and analyzing multiple criteria decision making problems in rough sets. Basic concepts of the model are defined, reviewed and analyzed in the context of multiple criteria. Applicability of GTRS is demonstrated by considering different examples, including multiple criteria effective classification, rule mining and feature selection.

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