Fuzzy Decision Matrix in Case of Two Risk Factors

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989592%3A15310%2F18%3A73589288" target="_blank" >RIV/61989592:15310/18:73589288 - isvavai.cz</a>

Výsledek na webu

<a href="https://mme2018.fm.vse.cz/wp-content/uploads/2018/09/MME2018-Electronic_proceedings.pdf" target="_blank" >https://mme2018.fm.vse.cz/wp-content/uploads/2018/09/MME2018-Electronic_proceedings.pdf</a>

DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Fuzzy Decision Matrix in Case of Two Risk Factors

Popis výsledku v původním jazyce

A decision matrix models a particular problem of decision-making under risk. Elements of the matrix express outcomes of alternatives if the particular states of the world occur. The alternatives are usually compared on the basis of the expected values and variances of their outcomes. In the paper, we study the case where the states of the world are given by possible combinations of the vaguely defined states of two risk factors. We assume that probability distributions of the risk factors are known and their states are expressed by fuzzy sets. Furthermore, we consider the outcomes of alternatives under the particular states of the world to be expressed by fuzzy numbers. We show that in such a case a fuzzy decision matrix can be understood as a collection of fuzzy rule-based systems. We derive the proper formulas for computing the fuzzy expected values and variances of the outcomes of alternatives.

Název v anglickém jazyce

Fuzzy Decision Matrix in Case of Two Risk Factors

Popis výsledku anglicky

A decision matrix models a particular problem of decision-making under risk. Elements of the matrix express outcomes of alternatives if the particular states of the world occur. The alternatives are usually compared on the basis of the expected values and variances of their outcomes. In the paper, we study the case where the states of the world are given by possible combinations of the vaguely defined states of two risk factors. We assume that probability distributions of the risk factors are known and their states are expressed by fuzzy sets. Furthermore, we consider the outcomes of alternatives under the particular states of the world to be expressed by fuzzy numbers. We show that in such a case a fuzzy decision matrix can be understood as a collection of fuzzy rule-based systems. We derive the proper formulas for computing the fuzzy expected values and variances of the outcomes of alternatives.

Druh

D - Stať ve sborníku

CEP obor

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OECD FORD obor

10102 - Applied mathematics

Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2018

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

36th International Conference Mathematical Methods in Economics

ISBN

978-80-7378-371-6

ISSN

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e-ISSN

neuvedeno

Počet stran výsledku

6

Strana od-do

383-388

Název nakladatele

MatFyzPress, MFF Univerzity Karlovy

Místo vydání

Praha

Místo konání akce

Jindřichův Hradec

Datum konání akce

12. 9. 2018

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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