6533b7ddfe1ef96bd1274958

RESEARCH PRODUCT

Fuzzy expected utility

B Mathieu-nicot

subject

Mathematical optimizationFuzzy classificationFuzzy measure theoryLogicbusiness.industry[SHS.ECO]Humanities and Social Sciences/Economics and FinanceType-2 fuzzy sets and systemsFuzzy logicDefuzzificationArtificial IntelligenceFuzzy mathematicsFuzzy numberFuzzy set operations[ SHS.ECO ] Humanities and Social Sciences/Economies and financesArtificial intelligencebusiness[SHS.ECO] Humanities and Social Sciences/Economics and FinanceDecision makingFuzzyMathematics

description

Decision making under uncertainty requires not only measures of the uncertainty of situations that we try to recognize , but also an estimate of the imprecision from which they are determined. This imprecision can be the result either of a lack of exactness in the measure of the elements which are necessary to the determination of the states of nature or the purely subjective interpretation of these states. Through a subjective measure of the non-measurable imprecision, the purpose of the fuzzy expected utility, which is investigated, is to translate with a great accuracy the imprecise behaviour of the decision-maker in an uncertain world. Consequently we propose to introduce first the probability of a fuzzy subset, or fuzzy event, to the theory of fuzzy utility, also called "fuzzy stochastic utility".

https://hal.archives-ouvertes.fr/hal-01542423/file/IME_DT_84_67.pdf