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JOURNALS // Artificial Intelligence and Decision Making // Archive

Artificial Intelligence and Decision Making, 2015 Issue 3, Pages 83–91 (Mi iipr334)

Decision analysis

Risk estimating in interval alternatives set

M. Yu. Sternin, G. I. Chepelev

Institute for Systems Analysis of Russian Academy of Sciences

Abstract: For the problem comparing interval alternatives, alternatives whose quality indicators are described due to uncertainty by interval estimations, the dependence of risk and chances of preference of an alternative on the context, a concrete set of comparable alternatives is analyzed. Methods of calculation of mentioned chances are proposed and peculiarities of decision-making under risk in choosing a preferred alternative are analyzed.

Keywords: interval alternatives, risk, decision making problems.



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