Towards Decision Making under General Uncertainty

Authors

Andrzej Pownuk, The University of Texas at El PasoFollow
Olga Kosheleva, The University of Texas at El PasoFollow
Vladik Kreinovich, The University of Texas at El PasoFollow

Publication Date

3-2017

Comments

Technical Report: UTEP-CS-17-10a

To appear in Mathematical Structures and Modeling, 2017, Vol. 44.

Abstract

There exist techniques for decision making under specific types of uncertainty, such as probabilistic, fuzzy, etc. Each of the corresponding ways of describing uncertainty has its advantages and limitations. As a result, new techniques for describing uncertainty appear all the time. Instead of trying to extend the existing decision making idea to each of these new techniques one by one, we attempt to develop a general approach that would cover all possible uncertainty techniques.