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黄晓霞:A new uncertain dominance and its propertiesin the framework of uncertainty theory

研究成果:A new uncertain dominance and its properties in the framework of uncertainty theory

作者:黄晓霞[T],Sun Yutong,Hong Kwon Ryong

发表期刊: Fuzzy Optimization and Decision Making

发表时间:202312

Theoretical analysis and empirical study results all show that there are situations in reality where observed data are not random variables. Thus, decision-making criteria based on probability theory are not suitable for people to make decisions. This paper proposes an uncertain dominance based on uncertainty theory to offer an alternative decision-making criterion for such situations. The paper first defines a new criterion of first- and second-order uncertain dominance, then proves some necessary conditions of them based on uncertainty theory. Some sufficient and necessary conditions of the first- and second-order uncertain dominance are given when uncertain variables are all normal or linear uncertain variables. In addition, the paper proves the link between the uncertain dominance criterion and the expected utility criterion and shows that the first-order uncertain dominance is suitable for all people to make decisions and the second-order uncertain dominance is suitable for risk-averse people to make decisions.