Abstract
We present a general way to select an optimal alternative when there is some uncertainty about the state of the world. It is shown how this method can be applied whatever the uncertainty representation used to model the information about the state of nature: probability distribution, fuzzy set, possibility distribution, a Dempster–Shafer belief structure, or a fuzzy Dempster–Shafer structure. In this general formulation, we show the role of the OWA operators to model the decision maker's attitude.
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