New approach to the decision analysis in conditions of uncertainty – Info-Gap Theory

• Autorzy: Piegat A , Tomaszewska K.
• Języki publikacji: EN

Abstrakty

EN

The paper presents a new method of decision-making in conditions of severe uncertainty in application to a problem. The method has not been introduced in Poland yet and is still in the early development stage in Europe. Because the method is difficult to understand it was illustrated by the example of its application to evaluation of the project duration time. The paper also presents a proposal of decoupling a hypothesis relating to an outcome from the outcome itself in form of the incompatibility function of the hypothesis.

Słowa kluczowe

EN

decision theory; uncertainty; decision analysis; info-gap theory

• Wydawca: Komisja Informatyki Polskiej Akademii Nauk, Oddział w Gdańsku
• Czasopismo: Journal of Theoretical and Applied Computer Science
• Rocznik: 2012
• Tom: Vol. 6, nr 1
• Strony: 67--74
• Opis fizyczny: Bibliogr. 8 poz., rys., tab.

Twórcy

autor

Piegat A

autor

Tomaszewska K.

• West Pomeranian University of Technology, Szczecin, Faculty of Computer Science and Information Technology, Poland,

Bibliografia

• [1] Aliev R.A. Decision making theory with imprecise probabilities. In Proceedings of the Fifth International Conference on Soft Computing and Computing with Words in System Analysis, Decision and Control (IC SCCW-2009), p 1 , 2009.
• [2] Bojadziev G., Bojadziev M. Fuzzy logic for business, finance, and management, 2nd ed.; World Scientific: New Jersey, London, 2007.
• [3] Divakaran T., Terence OW. Modeling attitude to risk in human decision processes: an application of fuzzy measures. Fuzzy Sets and Systems 157, pp 3040-3054, 2006.
• [4] Dymova L. Soft computing in economics and finance, Springer: Berlin, Heidelberg, 2011.
• [5] Ferson S., Ginsburg L., Kreinovich V. Uncertainty in risk analysis: towards a general second-order approach combining interval, probabilistic, and fuzzy techniques. In Proceedings of FUZZ-IEEE, pp 1342-1347, 2002.
• [6] Yakov B-H. Info-Gap decision theory, 2nd ed.; Elsevier, 2006.
• [7] Yakov B-H. Info-Gap economics, Palgrave Macmillan: New York, 2010.
• [8] Yakov B-H., Laufer A. Robust reliability of projects with activity-duration uncertainty. In ASCE Journal of Construction Engineering and Management, No.124, pp 125-132, 1998.