Article ID: | iaor20103211 |
Volume: | 176 |
Issue: | 1 |
Start Page Number: | 41 |
End Page Number: | 75 |
Publication Date: | Apr 2010 |
Journal: | Annals of Operations Research |
Authors: | Matarazzo Benedetto, Sowiski Roman, Greco Salvatore |
Keywords: | rough sets |
We consider a problem of decision under uncertainty with outcomes distributed over time. We propose a rough set model based on a combination of time dominance and stochastic dominance. For the sake of simplicity we consider the case of traditional additive probability distribution over the set of states of the world, however, we show that the model is rich enough to handle non-additive probability distributions, and even qualitative ordinal distributions. The rough set approach gives a representation of decision maker's time-dependent preferences under uncertainty in terms of ‘