Fuzzy set methods for uncertainty representation in risky financial decisions

R. Yager
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引用次数: 6

Abstract

The problem of selecting an investment option in the face of uncertainty with respect to the payoff is considered. Methods for the representation of uncertainty based on the theory of fuzzy sets and the Dempster-Shafer belief structure are described. Approaches for comparing alternatives under various kinds of uncertainty are discussed.
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风险财务决策中不确定性表示的模糊集方法
考虑了在收益不确定的情况下选择投资方案的问题。描述了基于模糊集理论和Dempster-Shafer信念结构的不确定性表示方法。讨论了各种不确定性条件下的方案比较方法。
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