Article ID: | iaor2006286 |
Country: | Netherlands |
Volume: | 162 |
Issue: | 2 |
Start Page Number: | 450 |
End Page Number: | 467 |
Publication Date: | Apr 2005 |
Journal: | European Journal of Operational Research |
Authors: | Shenoy Prakash P., Giang Phan H. |
Keywords: | possibility theory, utility |
This paper proposes a utility theory for decision making under uncertainty that is described by possibility theory. We show that our approach is a natural generalization of the two axiomatic systems that correspond to pessimistic and optimistic decision criteria proposed by Dubois