Risk Decision Making Based on Decision-theoretic Rough Set: A Three-way View Decision Model
Risk Decision Making Based on Decision-theoretic Rough Set: A Three-way View Decision Model
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DOI：
10.1080/18756891.2011.9727759
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发表时间：
2011-02
期刊：
影响因子：
--
通讯作者：
Huaxiong Li;Xianzhong Zhou
中科院分区：
文献类型：
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作者：
Huaxiong Li;Xianzhong Zhou
粗糙集理论在数据挖掘和知识发现方面取得了巨大的成功，为特定数据的决策提供了很好的支持。然而，一个实际的决策问题往往会因决策者的不同个性而在相同的情况下表现出多样性。单纯的决策模型不能提供对这种多样化决策的完整描述。本文回顾了Pawlak粗糙集模型和概率粗糙集模型，提出了一种基于决策理论粗糙集模型的三向视图决策模型，该模型根据误分类代价提供乐观决策、悲观决策和均衡决策。基于决策偏差下风险成本最小化的原则，计算了概率包含的阈值。本研究不仅提出了一种新的考虑决策者不同个性的理论决策模型，而且对不同风险偏好的决策提供了现实的解释和例证。
Rough set theory has witnessed great success in data mining and knowledge discovery, which provides a good support for decision making on a certain data. However, a practical decision problem always shows diversity under the same circumstance according to different personality of the decision makers. A simplex decision model can not provide a full description on such diverse decisions. In this article, a review of Pawlak rough set models and probabilistic rough set models is presented, and a three-way view decision model based on decision-theoretic rough set model is proposed, in which optimistic decision, pessimistic decision, and equable decision are provided according to the cost of misclassification. The thresholds of probabilistic inclusion are calculated based on minimization of risk cost under respective decision bias. The study not only presents a new theoretic decision model considering the different personality of the decision makers, but also provides a practical explanation and an illustrative example on diverse risk bias decision.