Mathematics Commons^™

Towards Decision Making Under General Uncertainty, Andrzej Pownuk, Olga Kosheleva, Vladik Kreinovich

Departmental Technical Reports (CS)

There exist techniques for decision making under specific types of uncertainty, such as probabilistic, fuzzy, etc. Each of the corresponding ways of describing uncertainty has its advantages and limitations. As a result, new techniques for describing uncertainty appear all the time. Instead of trying to extend the existing decision making idea to each of these new techniques one by one, we attempt to develop a general approach that would cover all possible uncertainty techniques.