Sélection et classement d'actions en avenir incertain

Abstract : This paper is concerned with decision-making problems under uncertainty. A new selection and ranking method is propounded, that allows to take into account the whole information available about the future. The model worked out is based upon the construction of scenarii which are "possible futures" representative of the states of the nature, and the definition of a "plausibility area" inside which the alternatives are compared.
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Submitted on : Tuesday, July 16, 2019 - 3:30:42 PM
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  • HAL Id : hal-02185333, version 1

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Michel Rizzi. Sélection et classement d'actions en avenir incertain. [Rapport de recherche] Centre national de l'entrepreneuriat(CNE); Laboratoire d'analyse et modélisation de systèmes pour l'aide à la décision (LAMSADE). 1981, 162 p., figures, tableaux. ⟨hal-02185333⟩

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