Fuzzy Probability Spaces and Their Applications in Decision Matrices
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989592%3A15310%2F05%3A00010107" target="_blank" >RIV/61989592:15310/05:00010107 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Fuzzy Probability Spaces and Their Applications in Decision Matrices
Original language description
In this paper, two types of fuzzy probability spaces will be introduced and their possible applications in methods of decision-making under risk will be described. First, a fuzzy probability space that generalizes the classical probability space (R^n,B_n,p) to the situation of fuzzy random events will be studied. It can be applied e.g. when given continuous probability distributions of risk factors are to be approximated by discrete ones. Second, a fuzzy probability space that enables an adequate mathematical modelling of expertly set uncertain probabilities of states of the world will be defined. The theoretical results are illustrated with two examples concerning stock yields.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2005
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of 8-th Czech-Japan Seminar on Data Analysis and Decision Making under Uncertainty
ISBN
80-245-0915-6
ISSN
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e-ISSN
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Number of pages
180
Pages from-to
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Publisher name
Oeconomica
Place of publication
Praha
Event location
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Event date
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Type of event by nationality
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UT code for WoS article
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